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 quantile 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.
Package details |
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Author | Clement WALTER, Gilles DEFAUX, Bertrand IOOSS, Vincent MOUTOUSSAMY with contributions from Nicolas BOUSQUET, Claire CANNAMELA and Paul LEMAITRE |
Maintainer | Clement WALTER <clementwalter@icloud.com> |
License | CeCILL |
Version | 2.2.1 |
Package repository | View on GitHub |
Installation |
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