RunToFailureReward#

class relife.economic.RunToFailureReward(cf)[source]#

Run-to-failure reward.

Parameters:
cffloat or 1darray

The cost(s) of failure

Attributes:
cf

Cost of failures

Methods

conditional_expectation

Conditional expected reward

sample

Reward conditional sampling.

property cf#

Cost of failures

Returns:
ndarray
conditional_expectation(time)[source]#

Conditional expected reward

property nb_assets#

Number of assets.

property ndim#

Cost number of dimension (either 0 or 1)

sample(time)[source]#

Reward conditional sampling.

Parameters:
timendarray

Time duration values.

Returns:
ndarray

Random drawing of a reward with respect to time.

property size#

Cost size