mistral-package {mistral}R Documentation

Methods In Structural Reliability Analysis

Description

Provide tools for structural reliability analysis (failure probability, quantile).

Details

Package: mistral
Type: Package
Version: 2.1.0 Date: 2016-04-03
License: CeCILL

This package provides tools for structural reliability analysis:

Author(s)

Clement Walter, Gilles Defaux, Bertrand Iooss, Vincent Moutoussamy, with contributions from Nicolas Bousquet, Claire Cannamela and Paul Lemaitre (maintainer: Bertrand Iooss biooss@yahoo.fr)

References

O. Ditlevsen and H.O. Madsen. Structural reliability methods, Wiley, 1996.

M. Lemaire, A. Chateauneuf and J. Mitteau. Structural reliability, Wiley Online Library, 2009.

J. Morio and M. Balesdent. Estimation of rare event probabilities in complex aerospace and other systems, WP, 2016.

S.S. Wilks. Determination of Sample Sizes for Setting Tolerance Limits. Annals Mathematical Statistics, 12:91-96, 1941.

Examples


########## FORM ###########

 distribution = list()
 distribution[[1]] = list("gamma",c(2,1))
 distribution[[2]] = list("gamma",c(3,1))

 f <- function(X){
   X[1]/sum(X) - qbeta((1e-5),2,3)
 }

 res <- FORM(f, u.dep = c(0,0.1), inputDist = distribution, 
     N.calls = 1000, eps = 1e-7, Method = "HLRF", IS = "TRUE", 
     q = 0.1, copula = "unif")

########### Wilks ##########

N <- WilksFormula(0.95,0.95,order=1)
print(N)


[Package mistral version 2.1.0 Index]