Threshold probability: Simulation algorithms

Simulations methods

Simulation(*args) Base class for sampling methods.
DirectionalSampling(*args) Directional simulation.
ImportanceSampling(*args) Importance simulation.
LHS(*args) Latin Hypercube Sampling (LHS) method.
MonteCarlo(*args) Monte Carlo method.
PostAnalyticalSimulation(*args) Post analytical simulation.
PostAnalyticalControlledImportanceSampling(*args) Post analytical controlled importance sampling.
PostAnalyticalImportanceSampling(*args) Post analytical importance sampling.
QuasiMonteCarlo(*args) Quasi-Monte Carlo method.
RandomizedLHS(*args) Randomized Latin Hypercube Sampling.
RandomizedQuasiMonteCarlo(*args) Randomized quasi Monte Carlo.
SubsetSampling(*args) Subset simulation.
AdaptiveDirectionalSampling(*args) Adaptative directional simulation.

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) Simulation result.
QuasiMonteCarloResult(*args) Quasi Monte Carlo simulation result.
SubsetSamplingResult(*args) Subset sampling result.