RareEventPerformanceBoundedness Enumeration

Contains constants for controlling if the rare event whose probability must be evaluated by a Cross-Entropy estimator includes states of the system under study whose performances are upper or lower bounded.

Namespace: Novacta.Analytics.Advanced
Assembly: Novacta.Analytics (in Novacta.Analytics.dll) Version: 2.0.0

Syntax

C++

Copy

public enum RareEventPerformanceBoundedness

Public Enumeration RareEventPerformanceBoundedness

public enum class RareEventPerformanceBoundedness

type RareEventPerformanceBoundedness

Members

	Member name	Value	Description
	Lower	0	The rare event includes states whose performances are lower bounded.
	Upper	1	The rare event includes states whose performances are upper bounded.

Remarks

Events whose probabilities can be evaluated by a Cross-Entropy estimator are characterized in terms of the performance of a system. Let LaTeX equation be an extreme performance value. Rare events are sets of states whose performances are lower or upper bounded by , i.e. they can be defined as

or as

where is the state space of the system and LaTeX equation is the function returning the system performance at state .

Constant Lower is intended to signal LaTeX equation events, while constant Upper corresponds to events.

For a thorough description of the intended use of RareEventPerformanceBoundedness constants, see the remarks about method Estimate.

Reference

Novacta.Analytics.Advanced Namespace

Novacta.Analytics.AdvancedRareEventProbabilityEstimator