In progress research codes... for collaborative coding, open and reproducible research.

Investigation of the effect of copulas on time-variant reliability involving time-continuous stochastic processes.

Related paper:

@article{Rózsás201794,
title = "The effect of copulas on time-variant reliability involving time-continuous stochastic processes ",
journal = "Structural Safety ",
volume = "66",
number = "",
pages = "94 - 105",
year = "2017",
note = "",
issn = "0167-4730",
doi = "http://dx.doi.org/10.1016/j.strusafe.2017.02.004",
url = "http://www.sciencedirect.com/science/article/pii/S0167473016300947",
author = "Árpád Rózsás and Zsuzsa Mogyorósi",
keywords = "Time-variant",
keywords = "Copula",
keywords = "Dependence",
keywords = "PHI2 method",
keywords = "Reliability analysis",
keywords = "Stochastic process "
}

Codes: Matlab, R

Note:

• The codes are not cleaned organized in any serious way (yet?). If you have troubles to follow it, contact me.
• It might happen that that not everything is included to run the codes without error. Drop me an email in this case and I will look after it.
• Most of the codes require one or more of the following scripts, programs:
  • custom statistical functions
  • FERUM
  • Advanpix

The scripts in this repo have been developed at Department of Structural Engineering, Budapest University of Technology and Economics.