/// <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; }