mistral: Methods in Structural Reliability Analysis

Various reliability analysis methods for rare event inference: 1) computing failure probability (probability that the output of a numerical model exceeds a threshold), 2) computing quantiles of low or high-order, 3) Wilks formula to compute quantile(s) from a sample or the size of the required i.i.d. sample.

Author
Clement WALTER, Gilles DEFAUX, Bertrand IOOSS and Vincent MOUTOUSSAMY, with contributions from Nicolas BOUSQUET, Claire CANNAMELA and Paul LEMAITRE
Date of publication
2016-04-03 17:13:58
Maintainer
Bertrand Iooss <biooss@yahoo.fr>
License
CeCILL
Version
2.1.0

View on CRAN

Man pages

AKMCS
Active learning reliability method combining Kriging and...
ComputeDistributionParameter
Compute internal parameters and moments for univariate...
FORM
FORM method
IRW
Increasing Randow Walk
kiureghian
A limit-state-function defined by Der Kiureghian
LSVM
Linear Support Vector Machine under monotonicity constraints
MetaIS
Metamodel based Impotance Sampling
Mistral-package
Methods In Structural Reliability Analysis
modelLSVM
Estimation of the parameters of the LSVM
ModifCorrMatrix
Modification of a correlation matrix to use in UtoX
MonotonicQuantileEstimation
Quantile estimation under monotonicity constraints
MonteCarlo
Crude Monte Carlo method
MP
Moving Particles
MRM
MRM method
plotLSVM
plot of LSVM
quantileWilks
Computing quantiles with the Wilks formula
rackwitz
A limit-state-function defined by Rackwitz
S2MART
Subset by Support vector Margin Algorithm for Reliability...
SMART
Support-vector Margin Algoritm for Reliability esTimation
SubsetSimulation
Subset Simulation Monte Carlo
testConvexity
Test the convexity of set of data
twodof
A limit-state-function defined with a two degrees of freedom...
updateLSVM
Update LSVM classifier
UtoX
Iso-probabilistic transformation from U space to X space
waarts
A limit-state-function defined by Waarts
WilksFormula
Sample size by Wilks formula

Files in this package

mistral
mistral/inst
mistral/inst/COPYRIGHT
mistral/tests
mistral/tests/AKMCS.R
mistral/tests/SubsetSimulation.R
mistral/tests/MonteCarlo.R
mistral/tests/MetaIS.R
mistral/tests/MovingParticles.R
mistral/NAMESPACE
mistral/data
mistral/data/kiureghian.rda
mistral/data/twodof.rda
mistral/data/rackwitz.rda
mistral/data/waarts.rda
mistral/R
mistral/R/UtoX.R
mistral/R/AKMCS.R
mistral/R/getQuantile.R
mistral/R/SubsetSimulation.R
mistral/R/MonteCarlo.R
mistral/R/IRW.R
mistral/R/Uniform.R
mistral/R/LSVM.R
mistral/R/WilksFormula.R
mistral/R/limitFunction.R
mistral/R/inMargin.R
mistral/R/S2MART.R
mistral/R/MonotonicQuantileEstimation.R
mistral/R/clusterize.R
mistral/R/MP.R
mistral/R/testConvexity.R
mistral/R/MRM.R
mistral/R/MetaIS.R
mistral/R/generateWithAR.R
mistral/R/generateWithlrmM.R
mistral/R/MetropolisHastings.R
mistral/R/runifSphere.R
mistral/R/modelLSVM.R
mistral/R/SMART.R
mistral/R/SVMLinearMonotone.R
mistral/R/trainModel.R
mistral/R/FORM.R
mistral/R/quantileWilks.R
mistral/R/plotLSVM.R
mistral/R/Normal.R
mistral/R/updateLSVM.R
mistral/R/MCMCcovariance.R
mistral/MD5
mistral/DESCRIPTION
mistral/man
mistral/man/MonteCarlo.Rd
mistral/man/quantileWilks.Rd
mistral/man/Mistral-package.Rd
mistral/man/AKMCS.Rd
mistral/man/MonotonicQuantileEstimation.Rd
mistral/man/kiureghian.Rd
mistral/man/SubsetSimulation.Rd
mistral/man/SMART.Rd
mistral/man/ComputeDistributionParameter.Rd
mistral/man/IRW.Rd
mistral/man/LSVM.Rd
mistral/man/UtoX.Rd
mistral/man/twodof.Rd
mistral/man/ModifCorrMatrix.Rd
mistral/man/MRM.Rd
mistral/man/FORM.Rd
mistral/man/updateLSVM.Rd
mistral/man/plotLSVM.Rd
mistral/man/testConvexity.Rd
mistral/man/modelLSVM.Rd
mistral/man/MP.Rd
mistral/man/MetaIS.Rd
mistral/man/S2MART.Rd
mistral/man/waarts.Rd
mistral/man/rackwitz.Rd
mistral/man/WilksFormula.Rd