Improved the Measure class

openturns / otrobopt

Robust optimization module

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

GNU Lesser General Public License v3.0

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Improved the Measure class #38

Closed regislebrun closed 1 year ago

regislebrun commented 1 year ago

Now it is possible to give a custom integration for each measure. It is also possible to restrict the computation of a given measure to the set of parameters for which the PDF is greater than a given threshold, reducing the computational cost at the price of a (small) approximation.