Dakota Reference Manual  Version 6.4
Large-Scale Engineering Optimization and Uncertainty Analysis
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gen_reliability_levels


Specify generalized relability levels at which to estimate the corresponding response value

Specification

Alias: none

Argument(s): REALLIST

Default: No CDF/CCDF response levels to compute

Required/Optional Description of Group Dakota Keyword Dakota Keyword Description
Optional num_gen_reliability_levels Specify which gen_reliability_levels correspond to which response

Description

Response levels are calculated for specified generalized reliabilities by indexing into a sorted samples array (the response levels computed are not interpolated and will correspond to one of the sampled values).

Theory

Sets of response-probability pairs computed with the forward/inverse mappings define either a cumulative distribution function (CDF) or a complementary cumulative distribution function (CCDF) for each response function.

In the case of evidence-based epistemic methods, this is generalized to define either cumulative belief and plausibility functions (CBF and CPF) or complementary cumulative belief and plausibility functions (CCBF and CCPF) for each response function.

An inverse mapping involves computing the belief and plausibility response level for either a specified probability level or a specified generalized reliability level (two results for each level mapping in the evidence-based epistemic case, instead of the one result for each level mapping in the aleatory case).