matflow.subset_simulation.subset_simulation.subset_simulation

matflow.subset_simulation.subset_simulation.subset_simulation(performance, dimension=200, p_0=0.1, num_samples=100, num_levels=10, master_seed=None, sampling_method=<function generate_next_level_samples>, sampling_method_kwargs=None, transformation=None, mimic_matflow=False, debug=False)

Estimate failure probability using Subset Simulation.

num_levels includes the initial direct-Monte-Carlo level. Therefore, num_levels=1 performs direct Monte Carlo only and does not invoke sampling_method.

The level_idx passed to sampling_method identifies the transition from level level_idx to level level_idx + 1.

Parameters:

• transformation (Callable | None) –

• mimic_matflow (bool) –

• debug (bool) –

Return type:

SubsetSimulationResult