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RareEventProbabilityEstimationContext Constructor

Initializes a new instance of the RareEventProbabilityEstimationContext class having the specified state dimension, threshold level, and boundedness.

Namespace:  Novacta.Analytics.Advanced
Assembly:  Novacta.Analytics (in Novacta.Analytics.dll) Version: 2.0.0
Syntax
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protected RareEventProbabilityEstimationContext(
	int stateDimension,
	DoubleMatrix initialParameter,
	double thresholdLevel,
	RareEventPerformanceBoundedness rareEventPerformanceBoundedness
)

Parameters

stateDimension
Type: SystemInt32
The dimension of a vector representing the state of the system in which the rare event can happen.
initialParameter
Type: Novacta.AnalyticsDoubleMatrix
The nominal parameter under which the event probability must be evaluated.
thresholdLevel
Type: SystemDouble
The performance level under or over which a state is considered as included in the rare event under study.
rareEventPerformanceBoundedness
Type: Novacta.Analytics.AdvancedRareEventPerformanceBoundedness
A constant to specify if the rare event is a set of states whose performances are lower or upper bounded by the thresholdLevel.
Exceptions
ExceptionCondition
ArgumentNullExceptioninitialParameter is null.
ArgumentExceptionrareEventPerformanceBoundedness is not a field of RareEventPerformanceBoundedness.
See Also