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 quantile 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: |
2.2.1 |
| Depends: |
R (≥ 3.0.0) |
| Imports: |
e1071, Matrix, mvtnorm, ggplot2, doParallel, foreach, iterators, DiceKriging, emoa, quadprog, Rcpp |
| LinkingTo: |
Rcpp |
| Suggests: |
microbenchmark, deSolve, scatterplot3d, KrigInv, rgenoud, kernlab, knitr, rmarkdown, markdown |
| Published: |
2021-04-18 |
| Author: |
Clement WALTER, Gilles DEFAUX, Bertrand IOOSS, Vincent MOUTOUSSAMY with contributions from Nicolas BOUSQUET, Claire CANNAMELA and Paul LEMAITRE |
| Maintainer: |
Bertrand Iooss <biooss at yahoo.fr> |
| License: |
CeCILL |
| NeedsCompilation: |
yes |
| CRAN checks: |
mistral results |