TesiproV 0.9.6

MC_IS estimator correction and reliability analysis improvements

Monte Carlo Importance Sampling (MC_IS)

• Corrected the MC_IS estimator to remove bias caused by the previous self-normalized implementation.
• Refactored worker aggregation in MC_IS_single to ensure correct accumulation of weighted samples and consistent global statistics.
• Workers now compute weights directly and return aggregated statistics instead of raw sample vectors.

System reliability analysis

• Fixed incorrect propagation of sys_type from calculateSystemProbability() to MC_IS_system(), ensuring that serial and parallel systems are evaluated correctly.
• Resolved cases of uninitialized variables in the system worker (mode_ids, shift, and references to I_matrix).
• Enabled multimodal sampling for both serial and parallel systems.

Performance improvements

• Optimized the transformation from u-space to x-space by removing large intermediate matrices and computing quantiles column-wise.
• Replaced large failure indicator matrices with incremental counters to significantly reduce memory usage.
• Reduced worker-to-master communication in parallel runs by returning only aggregated statistics.

Validation and testing

• Added regression tests for MC_IS_single, including linear limit-state cases, non-normal distributions, and rare-event scenarios.
• Added system reliability tests comparing results with MC_CRUDE.
• Verified consistency with FORM results within expected Monte Carlo error.

TesiproV 0.9.5

Major refactoring of object classes

System and reliability objects

• Reworked all reference classes (SYS_PROB, SYS_PARAM, SYS_LSF, PROB_BASEVAR, …).
• Introduced explicit constructors with argument validation for better error handling.
• Improved consistency between mean, standard deviation and coefficient of variation.
• Added robust forward/backward transformations for all supported distributions.
• Fixed handling of zero mean values (Cov <- Inf) to reflect infinite relative scatter.

Limit-state functions

• Field type for func changed from "function" to "ANY" with explicit default NULL. This prevents creation of dummy closures and allows proper missing-function detection.
• Enhanced $check() method:
  • Distinguishes between missing, empty, and valid limit-state functions.
  • Provides informative error messages used by automated tests.

Parametric study objects

• Constructor of SYS_PARAM now correctly forwards arguments to parent class (callSuper(...)) ensuring that inherited fields like sys_input are preserved.
• Parallel execution restructured using the global future plan set in .onLoad(). The outer level is capped by environment variable TesiproV.max_workers (default: 4 cores) while inner Monte-Carlo methods manage their own threads.

Probabilistic base variables

• Complete rewrite of transformation logic in $prepare():
  • Supports normal, lognormal, Gumbel, gamma, beta and Weibull distributions consistently.
  • Corrected implementation of the Gumbel distribution
    (location parameter now properly computed as
    location = Mean + digamma(1) * scale; scale derived via (Sd * sqrt(6)) / π).
  • Added numerical root search for Weibull shape parameter when empirical formula fails.
  • Added empirical, shifted lognormal, Student-t and logStudent-t distribution.
• Distribution caching via digest hash implemented in $getlDistr() for performance improvement.

Package infrastructure

• Added internal .onLoad() function for package-specific default options that can later be used by TesiproV functions to configure parallel execution in a controlled and CRAN-compliant way.

Minor improvements

• Better formatted output in $printResults().
• Consistent English comments throughout codebase for clarity and documentation generation via roxygen2.
• Updated examples in help pages to match new constructors and usage patterns.

Compatibility notes

Existing scripts using older class definitions should continue to work after minor adjustments: replace direct field assignments by constructor arguments where applicable, and ensure that limit-state functions are defined before calling $check().

TesiproV 0.9.2.0

Better implementation of parallel computing in Unix and macOS environments.
Changed RNG handling in parallel approach.

TesiproV 0.9.1.0

• First release.

© 2021–2026 K. Nille-Hauf, T. Feiri, M. Ricker, T. Lux – Hochschule Biberach (until 2022), TU Dortmund University – Chair of Structural Concrete (since 2023)