In clemlaflemme/test: Methods in Structural Reliability

knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>",
  fig.path = "README-"
)

This package embeds various methods for Bayesian inference :

1. computing failure probability (probability that the output of a numerical model exceeds a threshold)
2. computing quantile of low or high-order (optimization with confidence interval)
3. conditional mean estimation with Nested Sampling
4. Cdf estimation over an interval of the form $(-\infty, q]$ with Poisson processes
5. Wilks formula to compute quantile(s) from a sample or the size of the required i.i.d. sample.

clemlaflemme/test documentation built on Jan. 3, 2020, 9:14 a.m.