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GitHub topics: subset-simulation
cehrett/Subset_simulation_with_multivariate_draw
Subset simulation is a method of estimating low probability events. Here I adapt SS to perform well with correlated inputs.
Language: MATLAB - Size: 1.84 MB - Last synced: over 1 year ago - Pushed: over 5 years ago - Stars: 4 - Forks: 0
InfProbSciX/PeRLib
Personal R Library
Language: R - Size: 354 KB - Last synced: about 2 months ago - Pushed: almost 6 years ago - Stars: 0 - Forks: 0