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.