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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 highorder, 3) Wilks formula to compute quantile(s) from a sample or the size of the required i.i.d. sample.
Package details 


Author  Clement WALTER, Gilles DEFAUX, Bertrand IOOSS and Vincent MOUTOUSSAMY, with contributions from Nicolas BOUSQUET, Claire CANNAMELA and Paul LEMAITRE 
Date of publication  20160403 17:13:58 
Maintainer  Bertrand Iooss <[email protected]> 
License  CeCILL 
Version  2.1.0 
Package repository  View on CRAN 
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