matflow.tests.subset_simulation#
Module containing functions to run a subset simulation on a simple toy model, used as a validation of the MatFlow implementation.
Functions
Return a string representation of a distribution. |
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Estimate the coefficient of variation at a given conditional level of the subset simulation. |
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Adaptive conditional sampling algorithm for generating states in the subset simulation level (aka adaptive subset infinity). |
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Conditional sampling algorithm for generating states in the subset simulation level (aka subset infinity). |
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Proposal must be a symmetric distribution centred on zero. |
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Run a convergence test on the toy model subset simulation, for either number of samples per level, N, or number of repeats, R. |
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x is within the failure domain if the return is greater than zero. |