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importance sampling creation #97

@am-kaiser

Description

@am-kaiser

Business need

Functionality to help users to create importance samples and weights if the env data distribution is known.

Definition of done

  • move importance sampling creation to src
  • verified math according to paper
  • link paper as source
  • minimal unit test

Notes

  • Theory is explained in the apendix of: "Winter, Sebastian, Christian Agrell, Juan Camilo Guevara Gómez, and Erik Vanem. “Efficient Long-Term Structural Reliability Estimation with Non-Gaussian Stochastic Models: A Design of Experiments Approach.” arXiv, March 3, 2025. https://doi.org/10.48550/arXiv.2503.01566."

Future work

  • nice to have: code how to get env data distribution if it is unknown

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