RareEventProbabilityEstimatorEstimate Method

Runs this Cross-Entropy program designed to estimate the probability of the specified rare event context.

Definition

Namespace: Novacta.Analytics.Advanced
Assembly: Novacta.Analytics (in Novacta.Analytics.dll) Version: 2.1.0+428f3840cfab98dda567bb0ed350b302533e273a

C#

public RareEventProbabilityEstimationResults Estimate(
	RareEventProbabilityEstimationContext context,
	double rarity,
	int sampleSize,
	int estimationSampleSize
)

VB

Public Function Estimate ( 
	context As RareEventProbabilityEstimationContext,
	rarity As Double,
	sampleSize As Integer,
	estimationSampleSize As Integer
) As RareEventProbabilityEstimationResults

C++

public:
RareEventProbabilityEstimationResults^ Estimate(
	RareEventProbabilityEstimationContext^ context, 
	double rarity, 
	int sampleSize, 
	int estimationSampleSize
)

F#

member Estimate : 
        context : RareEventProbabilityEstimationContext * 
        rarity : float * 
        sampleSize : int * 
        estimationSampleSize : int -> RareEventProbabilityEstimationResults

Parameters

context RareEventProbabilityEstimationContext: The context in which the rare event probability must be estimated.
rarity Double: The rarity applied by the Cross-Entropy method.
sampleSize Int32: The size of the samples drawn during the sampling step of the Cross-Entropy method.
estimationSampleSize Int32: The size of the sample drawn to estimate the rare event probability.

Return Value

RareEventProbabilityEstimationResults
The results of the Cross-Entropy estimator.

Remarks

For a thorough description of the method and an example of how to use it, see the remarks about the RareEventProbabilityEstimationContext class.

Exceptions

ArgumentNullException	context is null.
ArgumentOutOfRangeException	sampleSize is not positive. -or- rarity is not positive. -or- rarity is not less than 1. -or- estimationSampleSize is not positive.