zhxinyu/robusttail

RobustTail

## To run all tasks.
bash testRunOnAllTasks.sh

## To run in parallel tail probability estimation problem with single threshold:
python3 tailProbabilityEstimationSingleThreshold.py

## To run in parallel tail probability estimation problem with multiple thresholds:
python3 tailProbabilityEstimationMultipleThresholds.py

## To run single tail probabiltiy estimation:
python3 tailProbabilityEstimationUnit.py

## To run on quantile estimation--single threshold.
python3 quantileEstimationSingleThreshold.py

## To run on quantile estimation--multiple thresholds.
python3 quantileEstimationMultipleThresholds.py

## To run single quantile estimation:
python3 quantileEstimationUnit.py

R Installation

follow instructions: https://cran.rstudio.com

Mosek Academic licenses

follow instructions: https://www.mosek.com/products/academic-licenses/