--- output: github_document --- <!-- README.md is generated from README.Rmd. Please edit that file --> ```{r, echo = FALSE} knitr::opts_chunk$set( collapse = TRUE, comment = "#>", fig.path = "README-" ) ``` This package embeds various methods for Bayesian inference : 1. computing failure probability (probability that the output of a numerical model exceeds a threshold) 2. computing quantile of low or high-order (optimization with confidence interval) 3. conditional mean estimation with Nested Sampling 3. Cdf estimation over an interval of the form $(-\infty, q]$ with Poisson processes 3. Wilks formula to compute quantile(s) from a sample or the size of the required i.i.d. sample.