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Dakota Reference Manual
Version 6.16
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: