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mistral (version 1.1-1)

Methods in Structural Reliability

Description

Various reliability analysis methods for: 1) computing failure probability (probability that the output of a numerical model exceeds a threshold); 2) computing the size of a sample to estimate a quantile with a confidence level.

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Version

Install

install.packages('mistral')

Monthly Downloads

551

Version

1.1-1

License

CeCILL

Maintainer

Bertrand Iooss

Last Published

November 25th, 2014

Functions in mistral (1.1-1)

MetaIS

Metamodel based Impotance Sampling

MRM

MRM method

ComputeDistributionParameter

Compute internal parameters and moments for univariate distribution functions

WilksFormula

Wilks formula

SubsetSimulation

Subset Simulation Monte-Carlo

ModifCorrMatrix

Modification of a correlation matrix to use in UtoX

mistral-package

Methods in structural reliability

SMART

Support-vector Margin Algoritm for Reliability esTimation

AKMCS

Active learning reliability method combining Kriging and Monte Carlo Simulation

S2MART

Subset by Support vector Margin Algorithm for Reliability esTimation

UtoX

Iso-probabilistic transformation from U space to X space

MonteCarlo

Crude Monte Carlo method

FORM

FORM method