RareEventProbabilityEstimationResults Class

Represents the results of the execution of a Cross-Entropy program represented by a RareEventProbabilityEstimator instance.

Inheritance Hierarchy

SystemObject
Novacta.Analytics.AdvancedCrossEntropyResults
Novacta.Analytics.AdvancedRareEventProbabilityEstimationResults

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

Syntax

public class RareEventProbabilityEstimationResults : CrossEntropyResults

Public Class RareEventProbabilityEstimationResults
	Inherits CrossEntropyResults

public ref class RareEventProbabilityEstimationResults : public CrossEntropyResults

type RareEventProbabilityEstimationResults =  
    class
        inherit CrossEntropyResults
    end

The RareEventProbabilityEstimationResults type exposes the following members.

Constructors

	Name	Description
	RareEventProbabilityEstimationResults	Initializes a new instance of the RareEventProbabilityEstimationResults class

Properties

	Name	Description
	HasConverged	Gets a value indicating whether the executed Cross-Entropy program has converged. (Inherited from CrossEntropyResults.)
	Levels	Gets the performance levels achieved by the program in its iterations. (Inherited from CrossEntropyResults.)
	Parameters	Gets the sampling parameters applied by the program in its iterations. (Inherited from CrossEntropyResults.)
	RareEventProbability	Gets a value representing the estimated probability of the rare event under study.

Methods

	Name	Description
	Equals	Determines whether the specified object is equal to the current object. (Inherited from Object.)
	Finalize	Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.)
	GetHashCode	Serves as the default hash function. (Inherited from Object.)
	GetType	Gets the Type of the current instance. (Inherited from Object.)
	MemberwiseClone	Creates a shallow copy of the current Object. (Inherited from Object.)
	ToString	Returns a string that represents the current object. (Inherited from Object.)

Remarks

A Cross-Entropy program represented by a RareEventProbabilityEstimator object can be executed by calling its method Estimate(RareEventProbabilityEstimationContext, Double, Int32, Int32), which returns an instance of class RareEventProbabilityEstimationResults.

The estimated probability of the rare event under study can be analyzed by inspecting property RareEventProbability.