[ot-users] Copula for Reliability analysis with LHS

Ivan Panin panin at phystech.edu
Mon Apr 14 21:50:40 CEST 2014


According to documentation, for solving of reliability analysis problem
with LHS method, the copula of the multi-variate distribution must be
independent. But if we try to use LHS method with not independent copula to
solve this problem, exception doesn't occurs. Is it a bug? Is it true that
this method can be used also in the case of "slightly" correlated variables?


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