pystra.sensitivity#
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 via the numerical flag of
SensitivityAnalysis.run():
Finite difference (
numerical=True, default): perturbs each parameter and re-runs FORM. Simple but expensive.Closed-form (
numerical=False): 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. |