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Dakota Reference Manual
Version 6.15
Explore and Predict with Confidence
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Fit MLMC sample allocation to control the variance of the estimator for the standard deviation.
Alias: none
Argument(s): none
Child Keywords:
Required/Optional | Description of Group | Dakota Keyword | Dakota Keyword Description | |
---|---|---|---|---|
Optional | optimization | Solve the optimization problem for the sample allocation by numerical optimization in the case of sampling estimator targeting the standard_deviation. |
Computes the variance of the sampling estimator for the standard_deviation and fits sample allocation by solving the corresponding optimization problem.
The following method block
method, model_pointer = 'HIERARCH' multilevel_sampling pilot_samples = 20 seed = 1237 convergence_tolerance = .01 allocation_target = standard_deviation
uses the standard_deviation as sample allocation target by computing its variance.
These keywords may also be of interest: