RareEventProbabilityEstimationContext Constructor

protected RareEventProbabilityEstimationContext(
	int stateDimension,
	DoubleMatrix initialParameter,
	double thresholdLevel,
	RareEventPerformanceBoundedness rareEventPerformanceBoundedness
)

Protected Sub New ( 
	stateDimension As Integer,
	initialParameter As DoubleMatrix,
	thresholdLevel As Double,
	rareEventPerformanceBoundedness As RareEventPerformanceBoundedness
)

protected:
RareEventProbabilityEstimationContext(
	int stateDimension, 
	DoubleMatrix^ initialParameter, 
	double thresholdLevel, 
	RareEventPerformanceBoundedness rareEventPerformanceBoundedness
)

new : 
        stateDimension : int * 
        initialParameter : DoubleMatrix * 
        thresholdLevel : float * 
        rareEventPerformanceBoundedness : RareEventPerformanceBoundedness -> RareEventProbabilityEstimationContext

Parameters

stateDimension  Int32

The dimension of a vector representing the state of the system in which the rare event can happen.

initialParameter  DoubleMatrix

The nominal parameter under which the event probability must be evaluated.

thresholdLevel  Double

The performance level under or over which a state is considered as included in the rare event under study.

rareEventPerformanceBoundedness  RareEventPerformanceBoundedness

A constant to specify if the rare event is a set of states whose performances are lower or upper bounded by the thresholdLevel.

Reference