Threshold probability: Simulation algorithms¶
Simulations methods¶
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Base class for simulation algorithms. |
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EventSimulation result base class. |
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Base class for sampling methods. |
Iterative sampling methods. |
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Directional simulation. |
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Post analytical simulation. |
Post analytical controlled importance sampling. |
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Post analytical importance sampling. |
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Subset simulation. |
Adaptive directional simulation. |
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Nonparametric Adaptive Importance Sampling (NAIS) algorithm. |
Cross-Entropy Importance Sampling algorithm. |
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Physical Space Cross-Entropy Importance Sampling. |
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Standard Space Cross-Entropy Importance Sampling. |
Wilks’ method¶
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Class to evaluate the Wilks number. |
Simulation sensitivity analysis¶
Class to perform a sensitivity analysis based on a reliability event. |
Root Strategy¶
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Base class for root strategies. |
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RiskyAndFast method. |
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MediumSafe method. |
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SafeAndSlow method. |
Sampling Strategy¶
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Base class for sampling strategies. |
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Sampling following the random direction strategy. |
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Sampling following the orthogonal direction strategy. |
Non linear solvers¶
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SolverImplementation of 1D non linear equations. |
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Bisection algorithm solver for 1D non linear equations. |
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Brent algorithm solver for 1D non linear equations. |
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Secant algorithm solver for 1D non linear equations. |
Simulation result¶
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EventSimulation result base class. |
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Probability simulation result. |
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Subset sampling result. |
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NAIS result. |
Cross Entropy result. |