Various reliability analysis methods for rare event inference:
1) computing failure probability (probability that the output of a numerical model exceeds a threshold),
2) computing quantiles of low or high-order,
3) Wilks formula to compute quantile(s) from a sample or the size of the required i.i.d. sample.
| Version: |
2.1.0 |
| Depends: |
R (≥ 3.0.0) |
| Imports: |
e1071, Matrix, mvtnorm, ggplot2, doParallel, foreach, iterators, DiceKriging, emoa, quadprog |
| Suggests: |
microbenchmark, kernlab |
| Published: |
2016-04-03 |
| Author: |
Clement WALTER, Gilles DEFAUX, Bertrand IOOSS and Vincent MOUTOUSSAMY, with contributions from Nicolas BOUSQUET, Claire CANNAMELA and Paul LEMAITRE |
| Maintainer: |
Bertrand Iooss <biooss at yahoo.fr> |
| BugReports: |
NA |
| License: |
CeCILL |
| URL: |
NA |
| NeedsCompilation: |
no |
| CRAN checks: |
mistral results |