Software list:
TailP Code
This is an algorithm permitting to both building an accurate metamodel and to provide a statistically consistent error. In fact, it relies on a novel metamodel building strategy, which aims to refine the limit-state region in all the branches ”equally”, even in the case of multiple failure regions, with a robust stopping building criterion. Secondly, two ”quasi-optimal” importance sampling techniques are used, which permit, by exploiting the accurate knowledge of the metamodel, to provide an unbiased estimation of the failure probability, even if the metamodel is not fully accurate.
An APP depository is under way.
