Estimate Failure Probability from Simulator Outputs — estimate_failure

Convenient helper to compute the reliability-related probabilities described in Lebrun et al. (2021). The failure domain is controlled by a threshold and an inequality direction.

Usage

estimate_failure_probability(response, threshold, less = TRUE, weights = NULL)

Arguments

response: Numeric vector of simulator evaluations.
threshold: Numeric scalar defining the failure boundary.
less: Logical, failure is defined as response <= threshold when TRUE and response >= threshold otherwise.
weights: Optional numeric vector of non-negative weights. The vector is normalised internally when supplied.

Value

A list containing the estimated probability and its variance.

Examples

y <- rnorm(1000)
estimate_failure_probability(y, threshold = -1)
#> Error in estimate_failure_probability(y, threshold = -1): could not find function "estimate_failure_probability"