adapt_import
Importance sampling option for probability refinement
Specification
Alias: None
Arguments: None
Description
adapt_import centers a sampling
density at one of the initial LHS samples identified in the failure region.
It then generates the importance samples, weights them by their probability of occurence
given the original density, and calculates the required probability (CDF or CCDF level).
This continues iteratively until the
failure probability estimate converges.
