Improve joint chance measure

openturns / otrobopt

Robust optimization module

http://openturns.github.io/otrobopt/master/

GNU Lesser General Public License v3.0

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Improve joint chance measure #1

Closed regislebrun closed 8 years ago

regislebrun commented 8 years ago

I added an early exit to the innermost loop and changed the default quadrature rule of the probability-related measures (JointChanceMeasure, IndividualChanceMeasure, QuantileMeasure).

jschueller commented 8 years ago

825f2a5, 03b9d58