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RareEventProbabilityEstimationContext Methods

The RareEventProbabilityEstimationContext type exposes the following members.

Methods
  NameDescription
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Protected methodFinalize
Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object.)
Public methodGetHashCode
Serves as the default hash function.
(Inherited from Object.)
Protected methodGetLikelihoodRatio
Gets the likelihood ratio of a nominal density to a given reference one, evaluated at the specified sample point.
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Protected methodOnExecutedIteration
Called after completion of each iteration of a CrossEntropyProgram executing in this context.
(Inherited from CrossEntropyContext.)
Protected methodPartialSample
Draws the specified subset of a sample from a distribution characterized by the given parameter, using the stated random number generator. Used when executing the sampling step of a CrossEntropyProgram running in this context.
(Inherited from CrossEntropyContext.)
Protected methodPerformance
Defines the performance of a specified state in this context.
(Inherited from CrossEntropyContext.)
Protected methodStopExecution
Specifies conditions under which a CrossEntropyProgram executing in this context should be considered as terminated.
(Overrides CrossEntropyContextStopExecution(Int32, LinkedListDouble, LinkedListDoubleMatrix).)
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
Protected methodUpdateLevel
Updates the performance level for the current iteration of a CrossEntropyProgram executing in this context and determines the corresponding elite sample.
(Overrides CrossEntropyContextUpdateLevel(DoubleMatrix, DoubleMatrix, EliteSampleDefinition, Double, DoubleMatrix).)
Protected methodUpdateParameter
Updates the sampling parameter attending the generation of the sample in the next iteration of a CrossEntropyProgram executing in this context.
(Inherited from CrossEntropyContext.)
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See Also