standard_deviation

Fit MLMC sample allocation to control the variance of the estimator for the standard deviation.

Specification

  • Alias: None

  • Arguments: 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.

Description

Computes the variance of the sampling estimator for the standard_deviation and fits sample allocation by solving the corresponding optimization problem.

Examples

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.