Threshold probability: Simulation algorithms

Simulations methods

SimulationAlgorithm(*args)

Base class for simulation algorithms.

SimulationResult(*args)

EventSimulation result base class.

EventSimulation(*args)

Base class for sampling methods.

ProbabilitySimulationAlgorithm(*args)

Iterative sampling methods.

DirectionalSampling(*args)

Directional simulation.

PostAnalyticalSimulation(*args)

Post analytical simulation.

PostAnalyticalControlledImportanceSampling(*args)

Post analytical controlled importance sampling.

PostAnalyticalImportanceSampling(*args)

Post analytical importance sampling.

SubsetSampling(*args)

Subset simulation.

AdaptiveDirectionalStratification(*args)

Adaptive directional simulation.

NAIS(*args)

Nonparametric Adaptive Importance Sampling (NAIS) algorithm.

experimental.CrossEntropyImportanceSampling(*args)

Cross-Entropy Importance Sampling algorithm.

experimental.PhysicalSpaceCrossEntropyImportanceSampling(*args)

Physical Space Cross-Entropy Importance Sampling.

experimental.StandardSpaceCrossEntropyImportanceSampling(*args)

Standard Space Cross-Entropy Importance Sampling.

Wilks’ method

Wilks(*args)

Class to evaluate the Wilks number.

Simulation sensitivity analysis

SimulationSensitivityAnalysis(*args)

Class to perform a sensitivity analysis based on a reliability event.

Root Strategy

RootStrategy(*args)

Base class for root strategies.

RiskyAndFast(*args)

RiskyAndFast method.

MediumSafe(*args)

MediumSafe method.

SafeAndSlow(*args)

SafeAndSlow method.

Sampling Strategy

SamplingStrategy(*args)

Base class for sampling strategies.

RandomDirection(*args)

Sampling following the random direction strategy.

OrthogonalDirection(*args)

Sampling following the orthogonal direction strategy.

Non linear solvers

Solver(*args)

SolverImplementation of 1D non linear equations.

Bisection(*args)

Bisection algorithm solver for 1D non linear equations.

Brent(*args)

Brent algorithm solver for 1D non linear equations.

Secant(*args)

Secant algorithm solver for 1D non linear equations.

Simulation result

SimulationResult(*args)

EventSimulation result base class.

ProbabilitySimulationResult(*args)

Probability simulation result.

SubsetSamplingResult(*args)

Subset sampling result.

NAISResult(*args)

NAIS result.

experimental.CrossEntropyResult(*args)

Cross Entropy result.