RareEventProbabilityEstimator.Estimate 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
)

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

ArgumentNullExceptioncontext is null.
ArgumentOutOfRangeExceptionsampleSize is not positive.
-or-
rarity is not positive.
-or-
rarity is not less than 1.
-or-
estimationSampleSize is not positive.

See Also