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RareEventProbabilityEstimatorEstimate Method

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

Namespace:  Novacta.Analytics.Advanced
Assembly:  Novacta.Analytics (in Novacta.Analytics.dll) Version: 2.0.0
Syntax
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public RareEventProbabilityEstimationResults Estimate(
	RareEventProbabilityEstimationContext context,
	double rarity,
	int sampleSize,
	int estimationSampleSize
)

Parameters

context
Type: Novacta.Analytics.AdvancedRareEventProbabilityEstimationContext
The context in which the rare event probability must be estimated.
rarity
Type: SystemDouble
The rarity applied by the Cross-Entropy method.
sampleSize
Type: SystemInt32
The size of the samples drawn during the sampling step of the Cross-Entropy method.
estimationSampleSize
Type: SystemInt32
The size of the sample drawn to estimate the rare event probability.

Return Value

Type: RareEventProbabilityEstimationResults
The results of the Cross-Entropy estimator.
Exceptions
ExceptionCondition
ArgumentNullExceptioncontext is null.
ArgumentOutOfRangeExceptionsampleSize is not positive.
-or-
rarity is not positive.
-or-
rarity is not less than 1.
-or-
estimationSampleSize is not positive.
Remarks

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

See Also