PDF and CDF

UQ with UQLab Feature Requests
1

Hi everyone,

I have two questions I am confused.

  1. I can see the figure of ''Pf versus numbers of samples (or to say iteration times) ‘’ in the file《uq_Example_Reliability_02_hat》. What should do if I want to know the times of calling learning function?
  2. I have a function Y = x1 +x2, in which x1 and x2 are two random variables, and I use, for example, direct MCS to calculate Y. Does UQlab have functions to get PDF and CDF of Y, like uq_histogram which can get histogram?

Thank you.

2

Dear Yuf Sun

  1. If I remember correctly, the number of iterations is the number of calls to the learning function.
  2. If you want an analytical expression of the PDF and CDF, as far as I know there is no way to do it.

Best regards
Styfen

3

Thank you for your kind reply!