ReliabilityTheory - Structural Reliability Analysis
Perform structural reliability analysis, including computation and simulation with system signatures, Samaniego (2007) <doi:10.1007/978-0-387-71797-5>, and survival signatures, Coolen and Coolen-Maturi (2013) <doi:10.1007/978-3-642-30662-4_8>. Additionally supports parametric and topological inference given system lifetime data, Aslett (2012) <https://www.louisaslett.com/PhD_Thesis.pdf>.
Last updated 7 months ago
reliability-engineering
7 stars 1.48 score 41 dependenciesPhaseType - Inference for Phase-Type Distributions
Functions to perform Bayesian inference on absorption time data for Phase-type distributions. The methods of Bladt et al (2003) <doi:10.1080/03461230110106435> and Aslett (2012) <https://www.louisaslett.com/PhD_Thesis.pdf> are provided.
Last updated 2 days ago
markov-chain-monte-carlo
1.09 score 32 dependencies 1 dependentsBrownianMotion - Brownian Motion Simulations
An implementation of algorithms for simulation of (multivariate) Brownian motion trajectories, including simple unconditional simulation, Brownian bridges, as well as layered and localised Brownian motion simulators.
Last updated 2 months ago
brownian-motion
1 stars 0.71 score 37 dependenciesmlmc - Multi-Level Monte Carlo
An implementation of MLMC (Multi-Level Monte Carlo), Giles (2008) <doi:10.1287/opre.1070.0496>, Heinrich (1998) <doi:10.1006/jcom.1998.0471>, for R. This package builds on the original 'Matlab' and 'C++' implementations by Mike Giles to provide a full MLMC driver and example level samplers. Multi-core parallel sampling of levels is provided built-in.
Last updated 16 days ago
monte-carlo
2 stars 0.61 score 29 dependencies