Official repo of the R package mistral
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DESCRIPTION
NAMESPACE
README.Rmd
cran-comments.md
mistral.Rproj

README.Rmd

---
output: github_document
---

<!-- README.md is generated from README.Rmd. Please edit that file -->

```{r, echo = FALSE}
knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>",
  fig.path = "README-"
)
```

This package embeds various methods for Bayesian inference :

1. computing failure probability (probability that the output of a numerical model exceeds a threshold)
2. computing quantile of low or high-order (optimization with confidence interval)
3. conditional mean estimation with Nested Sampling
3. Cdf estimation over an interval of the form $(-\infty, q]$ with Poisson processes
3. Wilks formula to compute quantile(s) from a sample or the size of the required i.i.d. sample.