pystra.reliability.sensitivity#
Use it: User guide · Worked example · Theory
Sensitivity analysis of the reliability index.
This module computes the sensitivity of the FORM reliability index
with respect to each distribution parameter declared by
Distribution.sensitivity_params (by default the mean and
standard deviation, but subclasses may add shape parameters, etc.).
Two methods are available, selected by the method argument of
SensitivityAnalysis:
Finite difference (
method="numerical", default): perturbs each parameter and re-runs FORM. Simple but expensive.Closed-form (
method="closed_form"): post-processes a single FORM run using the Cholesky-differentiation approach of Bourinet (2017) [Bourinet2017]. Also computes correlation sensitivities. Faster and more accurate, especially when the number of variables is large.
Classes
Sensitivity analysis for the FORM reliability index. |