estimate_failure_probability

Convenient helper to compute the reliability-related probabilities described
in Lebrun et al. (2021). The failure domain is controlled by a threshold and
an inequality direction.

Tools to design experiments, compute Sobol sensitivity indices,
and summarise stochastic responses inspired by the strategy described by
Zhu and Sudret (2021) <doi:10.1016/j.ress.2021.107815>. Includes helpers
to optimise toy models implemented in C++, visualise indices with
uncertainty quantification, and derive reliability-oriented sensitivity
measures based on failure probabilities.
It is further detailed in Logosha, Maumy and Bertrand (2022)
<doi:10.1063/5.0246026> and (2023) <doi:10.1063/5.0246024> or in Bertrand,
Logosha and Maumy (2024) <https://hal.science/hal-05371803>,
<https://hal.science/hal-05371795> and <https://hal.science/hal-05371798>.

Frederic Bertrand

Sobol4R

Sobol Indices for Models with Fixed and Stochastic Parameters

Elizaveta Logosha

Myriam Maumy-Bertrand

estimate_failure_probability function

<dl><dt>response</dt>
<dd>Numeric vector of simulator evaluations.</dd>
<dt>threshold</dt>
<dd>Numeric scalar defining the failure boundary.</dd>
<dt>less</dt>
<dd>Logical, failure is defined as <code>response &lt;= threshold</code> when
<code>TRUE</code> and <code>response &gt;= threshold</code> otherwise.</dd>
<dt>weights</dt>
<dd>Optional numeric vector of non-negative weights. The vector is
normalised internally when supplied.</dd></dl>

Arguments

Estimate Failure Probability from Simulator Outputs — estimate_failure_probability

<dl>

<dt>response</dt>
<dd>Numeric vector of simulator evaluations.</dd>


<dt>threshold</dt>
<dd>Numeric scalar defining the failure boundary.</dd>


<dt>less</dt>
<dd>Logical, failure is defined as <code>response &lt;= threshold</code> when
<code>TRUE</code> and <code>response &gt;= threshold</code> otherwise.</dd>


<dt>weights</dt>
<dd>Optional numeric vector of non-negative weights. The vector is
normalised internally when supplied.</dd>

</dl>

estimate_failure_probability: Estimate Failure Probability from Simulator Outputs

Description

Usage

Value

Arguments

Examples