Interpreting results and convergence#

Report the event, probability model, method, convergence status and numerical precision together. A failure probability without its reference period or modeling assumptions is incomplete.

Result records#

Every analysis’s run() returns an immutable record from pystra.results. Its values remain a snapshot if the analysis is rerun, and its vector fields are read-only arrays in variable_names order.

Fields common to every record#

Field

Meaning

status, message, converged

How the method terminated. converged is true for the statuses "converged" and "completed".

failure_probability, beta

The estimate and its normal-equivalent index, \(-\Phi^{-1}(p_f)\). Diagnostic records (Strong Maximum Test, distribution analysis) have neither.

n_limit_state_evaluations

Limit-state evaluations made by this run. Active-learning results and their history steps count true-model calls under the same name.

method, variable_names

The analysis, and the order of the vector fields.

summary() returns a short plain-text report.

Status values#

status

Meaning

"converged"

A design-point method (FORM, SORM, system FORM, sensitivity) met its convergence criteria.

"not_converged"

It did not, or SORM’s formula is undefined at the fitted curvatures. There is no estimate. The analysis raises AnalysisError, which carries this record, unless constructed with on_failure="return".

"completed"

A simulation or diagnostic ran to completion.

"precision_not_met"

A simulation used its sample budget before reaching its target coefficient of variation. The estimate is reported, with its coefficient of variation.

FORM records#

FORMResult adds:

Field

Meaning

design_point_x

The design point in physical coordinates and original units.

design_point_u, standard_space

The same point in the chosen standard coordinates.

alpha

The unit direction from the origin towards the design point.

design_index

Signed distance of the design point; equals beta in normal space.

iterations, limit_state_error, direction_error

Diagnostics for the iteration and its termination.

to_dataframe() tabulates the design point and alpha by variable. An unconverged record has no probability, reliability index or design point. The record’s beta is normal-equivalent. This distinction matters for explicit spherical Student-t transformations; see Notation and probability spaces.

Other records#

Record

Returned by, and what it adds

SORMResult

SORM: form, fit, curvatures, formula and approximations, the Breitung and modified Breitung probabilities.

SimulationResult

Crude Monte Carlo, importance, line and subset sampling: coefficient_of_variation, n_samples and method-specific diagnostics.

SystemFORMResult

System FORM: bounds, component_results, correlation and intersections.

SensitivityResult

Sensitivity analysis: marginal derivatives and, for the closed form, correlation derivatives, with to_dataframe().

StrongMaximumResult

Strong Maximum Test: a diagnostic, not a probability, with the sample points by region.

DistributionAnalysisResult

Distribution analysis: the samples and their limit-state values.

Calibration and active-learning analyses have their own records. Retain their convergence and termination information when exporting tables.

Separate three sources of error#

  • Numerical convergence: did the iteration or fit meet its criteria?

  • Approximation error: does a tangent plane, quadratic surface or surrogate represent the important failure regions?

  • Sampling uncertainty: how variable is an estimate based on finite samples?

A confidence interval on a frozen surrogate’s Monte Carlo estimate addresses the last item, conditional on that surrogate. It does not measure its bias. A completed calculation or a small coefficient of variation does not establish the physical model’s adequacy.

Continue: Troubleshooting reliability analyses · Reliability figures · A first reliability analysis · Reliability algorithms and results