Methods in Structural Reliability Analysis

Various reliability analysis methods for rare event inference: 1) computing failure probability (probability that the output of a numerical model exceeds a threshold), 2) computing quantiles of low or high-order, 3) Wilks formula to compute quantile(s) from a sample or the size of the required i.i.d. sample.


Reference manual

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2.1.0 by Bertrand Iooss, a year ago

Browse source code at

Authors: Clement WALTER, Gilles DEFAUX, Bertrand IOOSS and Vincent MOUTOUSSAMY, with contributions from Nicolas BOUSQUET, Claire CANNAMELA and Paul LEMAITRE

Documentation:   PDF Manual  

CeCILL license

Imports e1071, Matrix, mvtnorm, ggplot2, doParallel, foreach, iterators, DiceKriging, emoa, quadprog

Suggests microbenchmark, kernlab

See at CRAN