/// <summary>Initializes a new instance of the
/// <see cref="TestableRareEventProbabilityEstimationContext"/>
/// class.</summary>
/// <param name="context">The context to test.</param>
/// <param name="stateDimension">The expected state dimension.</param>
/// <param name="eliteSampleDefinition">The expected elite sample definition.</param>
/// <param name="traceExecution">The expected value about tracing context execution.</param>
/// <param name="thresholdLevel">The expected elite threshold level.</param>
/// <param name="rareEventPerformanceBoundedness">The expected rare event performance boundedness.</param>
/// <param name="initialParameter">The expected nominal parameter.</param>
/// <param name="rareEventProbability">The expected rare event probability.</param>
public TestableRareEventProbabilityEstimationContext(
RareEventProbabilityEstimationContext context,
int stateDimension,
EliteSampleDefinition eliteSampleDefinition,
bool traceExecution,
double thresholdLevel,
RareEventPerformanceBoundedness rareEventPerformanceBoundedness,
DoubleMatrix initialParameter,
double rareEventProbability
) : base(
context,
stateDimension,
eliteSampleDefinition,
traceExecution)
{
this.ThresholdLevel = thresholdLevel;
this.RareEventPerformanceBoundedness = rareEventPerformanceBoundedness;
this.NominalParameter = initialParameter;
this.RareEventProbability = rareEventProbability;
}
public RareEventProbabilityEstimationContext01(
int stateDimension,
double thresholdLevel,
RareEventPerformanceBoundedness rareEventPerformanceBoundedness,
DoubleMatrix initialParameter)
: base(
// The target probability is Pr{ x <= -4 } for
// real x, hence the dimension is 1.
stateDimension: stateDimension,
// Set the threshold level and the rare event
// boundedness in order to target the probability
// of the event { x <= -4 }.
thresholdLevel: thresholdLevel,
rareEventPerformanceBoundedness:
rareEventPerformanceBoundedness,
// Define the nominal parameter of interest.
// (Gaussian Standard distribution).
initialParameter: initialParameter
)
{
}
public RareEventProbabilityEstimationContext00(
int stateDimension,
double thresholdLevel,
RareEventPerformanceBoundedness rareEventPerformanceBoundedness,
DoubleMatrix initialParameter)
: base(
// There are 5 edges in the network under study.
// Hence we need a vector of length 5 to represent
// the state of the system, i.e. the observed lengths
// corresponding to such edges.
stateDimension: stateDimension,
// Set the threshold level and the rare event
// boundedness in order to target the probability
// of the event {2.0 <= Performance(x)}.
thresholdLevel: thresholdLevel,
rareEventPerformanceBoundedness:
rareEventPerformanceBoundedness,
// Define the nominal parameter of interest.
initialParameter: initialParameter
)
{
}
/// <summary>
/// Initializes a new instance of the
/// <see cref="RareEventProbabilityEstimationContext" /> class
/// having the specified state dimension, threshold level,
/// and boundedness.
/// </summary>
/// <param name="thresholdLevel">
/// The performance level under or over which a state
/// is considered as included in the rare event under study.
/// </param>
/// <param name="stateDimension">
/// The dimension of a vector representing the state
/// of the system in which the rare event can happen.
/// </param>
/// <param name="rareEventPerformanceBoundedness">
/// A constant to specify if the rare event is a set
/// of states whose
/// performances are lower or upper bounded
/// by the <paramref name="thresholdLevel"/>.
/// </param>
/// <param name="initialParameter">
/// The nominal parameter under which
/// the event probability must be evaluated.
/// </param>
/// <exception cref="ArgumentNullException">
/// <paramref name="initialParameter"/> is <b>null</b>.
/// </exception>
/// <exception cref="ArgumentException">
/// <paramref name="rareEventPerformanceBoundedness"/> is not a field of
/// <see cref="Advanced.RareEventPerformanceBoundedness"/>.
/// </exception>
protected RareEventProbabilityEstimationContext(
int stateDimension,
DoubleMatrix initialParameter,
double thresholdLevel,
RareEventPerformanceBoundedness rareEventPerformanceBoundedness
)
: base(stateDimension, initialParameter)
{
if ((rareEventPerformanceBoundedness != RareEventPerformanceBoundedness.Upper)
&&
(rareEventPerformanceBoundedness != RareEventPerformanceBoundedness.Lower)
)
{
throw new ArgumentException(
ImplementationServices.GetResourceString(
"STR_EXCEPT_NOT_FIELD_OF_RARE_EVENT_PERFORMANCE_BOUNDEDNESS"),
nameof(rareEventPerformanceBoundedness));
}
this.RareEventPerformanceBoundedness = rareEventPerformanceBoundedness;
this.ThresholdLevel = thresholdLevel;
}