Dakota
Version
Explore and Predict with Confidence
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Performs Hierarch Monte Carlo sampling for uncertainty quantification. More...
Public Member Functions | |
NonDHierarchSampling (ProblemDescDB &problem_db, Model &model) | |
standard constructor More... | |
virtual | ~NonDHierarchSampling () |
destructor (virtual declaration should be redundant with ~Iterator, but this is top of MLMF diamond so doesn't hurt to be explicit) | |
Public Member Functions inherited from NonDEnsembleSampling | |
NonDEnsembleSampling (ProblemDescDB &problem_db, Model &model) | |
standard constructor More... | |
~NonDEnsembleSampling () | |
destructor (virtual declaration should be redundant with ~Iterator, but this is top of MLMF diamond so doesn't hurt to be explicit) | |
bool | resize () |
reinitializes iterator based on new variable size | |
Public Member Functions inherited from NonDSampling | |
NonDSampling (Model &model, const RealMatrix &sample_matrix) | |
alternate constructor for evaluating and computing statistics for the provided set of samples More... | |
~NonDSampling () | |
destructor | |
void | compute_statistics (const RealMatrix &vars_samples, const IntResponseMap &resp_samples) |
For the input sample set, computes mean, standard deviation, and probability/reliability/response levels (aleatory uncertainties) or intervals (epsitemic or mixed uncertainties) | |
void | compute_intervals (RealRealPairArray &extreme_fns) |
called by compute_statistics() to calculate min/max intervals using allResponses | |
void | compute_intervals (const IntResponseMap &samples) |
called by compute_statistics() to calculate extremeValues from samples | |
void | compute_intervals (RealRealPairArray &extreme_fns, const IntResponseMap &samples) |
called by compute_statistics() to calculate min/max intervals using samples | |
void | compute_moments (const RealVectorArray &fn_samples) |
calculates sample moments from a matrix of observations for a set of QoI | |
void | compute_moments (const IntResponseMap &samples) |
calculate sample moments and confidence intervals from a map of response observations | |
void | compute_moments (const IntResponseMap &samples, RealMatrix &moment_stats, RealMatrix &moment_grads, RealMatrix &moment_conf_ints, short moments_type, const StringArray &labels) |
convert IntResponseMap to RealVectorArray and invoke helpers | |
void | compute_moment_gradients (const RealVectorArray &fn_samples, const RealMatrixArray &grad_samples, const RealMatrix &moment_stats, RealMatrix &moment_grads, short moments_type) |
compute moment_grads from function and gradient samples | |
void | compute_moment_confidence_intervals (const RealMatrix &moment_stats, RealMatrix &moment_conf_ints, const SizetArray &sample_counts, short moments_type) |
compute moment confidence intervals from moment values | |
void | archive_moments (size_t inc_id=0) |
archive moment statistics in results DB | |
void | archive_moment_confidence_intervals (size_t inc_id=0) |
archive moment confidence intervals in results DB | |
void | archive_std_regress_coeffs () |
archive standardized regression coefficients in results DB | |
void | archive_extreme_responses (size_t inc_id=0) |
archive extreme values (epistemic result) in results DB | |
void | compute_level_mappings (const IntResponseMap &samples) |
called by compute_statistics() to calculate CDF/CCDF mappings of z to p/beta and of p/beta to z as well as PDFs More... | |
void | print_statistics (std::ostream &s) const |
prints the statistics computed in compute_statistics() | |
void | print_intervals (std::ostream &s) const |
prints the intervals computed in compute_intervals() with default qoi_type and moment_labels | |
void | print_intervals (std::ostream &s, String qoi_type, const StringArray &interval_labels) const |
prints the intervals computed in compute_intervals() | |
void | print_moments (std::ostream &s) const |
prints the moments computed in compute_moments() with default qoi_type and moment_labels | |
void | print_moments (std::ostream &s, String qoi_type, const StringArray &moment_labels) const |
prints the moments computed in compute_moments() | |
void | print_wilks_stastics (std::ostream &s) const |
prints the Wilks stastics | |
void | print_tolerance_intervals_statistics (std::ostream &s) const |
prints the tolerance intervals stastics | |
void | archive_tolerance_intervals (size_t inc_id=0) |
archive the tolerance intervals statistics in results DB | |
void | update_final_statistics () |
update finalStatistics from minValues/maxValues, momentStats, and computedProbLevels/computedRelLevels/computedRespLevels | |
void | transform_samples (Model &src_model, Model &tgt_model, bool x_to_u=true) |
transform allSamples using configuration data from the source and target models | |
void | transform_samples (Pecos::ProbabilityTransformation &nataf, bool x_to_u=true) |
alternate version to transform allSamples. This is needed since random variable distribution parameters are not updated until run time and an imported sample_matrix is typically in x-space. More... | |
void | transform_samples (Pecos::ProbabilityTransformation &nataf, RealMatrix &sample_matrix, bool x_to_u=true) |
transform the specified samples matrix from x to u or u to x, assuming identical view and ids | |
void | transform_samples (Pecos::ProbabilityTransformation &nataf, RealMatrix &sample_matrix, SizetMultiArrayConstView src_cv_ids, SizetMultiArrayConstView tgt_cv_ids, bool x_to_u=true) |
transform the specified samples matrix from x to u or u to x | |
unsigned short | sampling_scheme () const |
return sampleType | |
const String & | random_number_generator () const |
return rngName | |
Public Member Functions inherited from NonD | |
void | requested_levels (const RealVectorArray &req_resp_levels, const RealVectorArray &req_prob_levels, const RealVectorArray &req_rel_levels, const RealVectorArray &req_gen_rel_levels, short resp_lev_tgt, short resp_lev_tgt_reduce, bool cdf_flag, bool pdf_output) |
set requestedRespLevels, requestedProbLevels, requestedRelLevels, requestedGenRelLevels, respLevelTarget, cdfFlag, and pdfOutput (used in combination with alternate ctors) | |
void | print_level_mappings (std::ostream &s) const |
prints the z/p/beta/beta* mappings reflected in {requested,computed}{Resp,Prob,Rel,GenRel}Levels for default qoi_type and qoi_labels | |
void | print_level_mappings (std::ostream &s, String qoi_type, const StringArray &qoi_labels) const |
prints the z/p/beta/beta* mappings reflected in {requested,computed}{Resp,Prob,Rel,GenRel}Levels More... | |
void | print_level_mappings (std::ostream &s, const RealVector &level_maps, bool moment_offset, const String &prepend="") |
print level mapping statistics using optional pre-pend More... | |
bool | pdf_output () const |
get pdfOutput | |
void | pdf_output (bool output) |
set pdfOutput | |
short | final_moments_type () const |
get finalMomentsType | |
void | final_moments_type (short type) |
set finalMomentsType | |
Public Member Functions inherited from Analyzer | |
const VariablesArray & | all_variables () |
return the complete set of evaluated variables | |
const RealMatrix & | all_samples () |
return the complete set of evaluated samples | |
const IntResponseMap & | all_responses () const |
return the complete set of computed responses | |
Public Member Functions inherited from Iterator | |
Iterator (std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase())) | |
default constructor More... | |
Iterator (ProblemDescDB &problem_db, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase())) | |
standard envelope constructor, which constructs its own model(s) More... | |
Iterator (ProblemDescDB &problem_db, Model &model, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase())) | |
alternate envelope constructor which uses the ProblemDescDB but accepts a model from a higher level (meta-iterator) context, instead of constructing its own More... | |
Iterator (const String &method_string, Model &model, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase())) | |
alternate envelope constructor for instantiations by name without the ProblemDescDB More... | |
Iterator (const Iterator &iterator) | |
copy constructor More... | |
virtual | ~Iterator () |
destructor | |
Iterator | operator= (const Iterator &iterator) |
assignment operator | |
virtual void | derived_free_communicators (ParLevLIter pl_iter) |
derived class contributions to freeing the communicators associated with this Iterator instance | |
virtual void | post_input () |
read tabular data for post-run mode | |
virtual void | reset () |
restore initial state for repeated sub-iterator executions | |
virtual void | nested_variable_mappings (const SizetArray &c_index1, const SizetArray &di_index1, const SizetArray &ds_index1, const SizetArray &dr_index1, const ShortArray &c_target2, const ShortArray &di_target2, const ShortArray &ds_target2, const ShortArray &dr_target2) |
set primaryA{CV,DIV,DRV}MapIndices, secondaryA{CV,DIV,DRV}MapTargets within derived Iterators; supports computation of higher-level sensitivities in nested contexts (e.g., derivatives of statistics w.r.t. inserted design variables) | |
virtual void | nested_response_mappings (const RealMatrix &primary_coeffs, const RealMatrix &secondary_coeffs) |
set primaryResponseCoefficients, secondaryResponseCoefficients within derived Iterators; Necessary for scalarization case in MLMC NonDMultilevelSampling to map scalarization in nested context | |
virtual void | initialize_iterator (int job_index) |
used by IteratorScheduler to set the starting data for a run | |
virtual void | pack_parameters_buffer (MPIPackBuffer &send_buffer, int job_index) |
used by IteratorScheduler to pack starting data for an iterator run | |
virtual void | unpack_parameters_buffer (MPIUnpackBuffer &recv_buffer, int job_index) |
used by IteratorScheduler to unpack starting data for an iterator run | |
virtual void | unpack_parameters_initialize (MPIUnpackBuffer &recv_buffer, int job_index) |
used by IteratorScheduler to unpack starting data and initialize an iterator run | |
virtual void | pack_results_buffer (MPIPackBuffer &send_buffer, int job_index) |
used by IteratorScheduler to pack results data from an iterator run | |
virtual void | unpack_results_buffer (MPIUnpackBuffer &recv_buffer, int job_index) |
used by IteratorScheduler to unpack results data from an iterator run | |
virtual void | update_local_results (int job_index) |
used by IteratorScheduler to update local results arrays | |
virtual bool | accepts_multiple_points () const |
indicates if this iterator accepts multiple initial points. Default return is false. Override to return true if appropriate. | |
virtual void | initial_point (const Variables &pt) |
sets the initial point for this iterator (user-functions mode for which Model updating is not used) | |
virtual void | initial_point (const RealVector &pt) |
sets the initial point (active continuous variables) for this iterator (user-functions mode for which Model updating is not used) | |
virtual void | initial_points (const VariablesArray &pts) |
sets the multiple initial points for this iterator. This should only be used if accepts_multiple_points() returns true. | |
virtual void | variable_bounds (const RealVector &cv_lower_bnds, const RealVector &cv_upper_bnds) |
assign nonlinear inequality and equality constraint allowables for this iterator (user-functions mode for which Model updating is not used) | |
virtual void | linear_constraints (const RealMatrix &lin_ineq_coeffs, const RealVector &lin_ineq_lb, const RealVector &lin_ineq_ub, const RealMatrix &lin_eq_coeffs, const RealVector &lin_eq_tgt) |
assign linear inequality and linear equality constraints for this iterator (user-functions mode for which Model updating is not used) | |
virtual void | nonlinear_constraints (const RealVector &nln_ineq_lb, const RealVector &nln_ineq_ub, const RealVector &nln_eq_tgt) |
assign nonlinear inequality and equality constraint allowables for this iterator (user-functions mode for which Model updating is not used) | |
virtual void | initialize_graphics (int iterator_server_id=1) |
initialize the 2D graphics window and the tabular graphics data More... | |
virtual void | check_sub_iterator_conflict () |
detect any conflicts due to recursive use of the same Fortran solver More... | |
virtual unsigned short | uses_method () const |
return name of any enabling iterator used by this iterator | |
virtual void | method_recourse () |
perform a method switch, if possible, due to a detected conflict | |
virtual void | sampling_increment () |
increment to next in sequence of refinement samples | |
virtual IntIntPair | estimate_partition_bounds () |
estimate the minimum and maximum partition sizes that can be utilized by this Iterator | |
virtual void | declare_sources () |
Declare sources to the evaluations database. | |
void | init_communicators (ParLevLIter pl_iter) |
initialize the communicators associated with this Iterator instance | |
void | set_communicators (ParLevLIter pl_iter) |
set the communicators associated with this Iterator instance | |
void | free_communicators (ParLevLIter pl_iter) |
free the communicators associated with this Iterator instance | |
void | resize_communicators (ParLevLIter pl_iter, bool reinit_comms) |
Resize the communicators. This is called from the letter's resize() | |
void | parallel_configuration_iterator (ParConfigLIter pc_iter) |
set methodPCIter | |
ParConfigLIter | parallel_configuration_iterator () const |
return methodPCIter | |
void | parallel_configuration_iterator_map (std::map< size_t, ParConfigLIter > pci_map) |
set methodPCIterMap | |
std::map< size_t, ParConfigLIter > | parallel_configuration_iterator_map () const |
return methodPCIterMap | |
void | run (ParLevLIter pl_iter) |
invoke set_communicators(pl_iter) prior to run() | |
void | run () |
orchestrate initialize/pre/core/post/finalize phases More... | |
void | assign_rep (std::shared_ptr< Iterator > iterator_rep) |
replaces existing letter with a new one More... | |
void | iterated_model (const Model &model) |
set the iteratedModel (iterators and meta-iterators using a single model instance) | |
Model & | iterated_model () |
return the iteratedModel (iterators & meta-iterators using a single model instance) | |
ProblemDescDB & | problem_description_db () const |
return the problem description database (probDescDB) | |
ParallelLibrary & | parallel_library () const |
return the parallel library (parallelLib) | |
void | method_name (unsigned short m_name) |
set the method name to an enumeration value | |
unsigned short | method_name () const |
return the method name via its native enumeration value | |
void | method_string (const String &m_str) |
set the method name by string | |
String | method_string () const |
return the method name by string | |
String | method_enum_to_string (unsigned short method_enum) const |
convert a method name enumeration value to a string | |
unsigned short | method_string_to_enum (const String &method_str) const |
convert a method name string to an enumeration value | |
String | submethod_enum_to_string (unsigned short submethod_enum) const |
convert a sub-method name enumeration value to a string | |
const String & | method_id () const |
return the method identifier (methodId) | |
int | maximum_evaluation_concurrency () const |
return the maximum evaluation concurrency supported by the iterator | |
void | maximum_evaluation_concurrency (int max_conc) |
set the maximum evaluation concurrency supported by the iterator | |
size_t | maximum_iterations () const |
return the maximum iterations for this iterator | |
void | maximum_iterations (size_t max_iter) |
set the maximum iterations for this iterator | |
void | convergence_tolerance (Real conv_tol) |
set the method convergence tolerance (convergenceTol) | |
Real | convergence_tolerance () const |
return the method convergence tolerance (convergenceTol) | |
void | output_level (short out_lev) |
set the method output level (outputLevel) | |
short | output_level () const |
return the method output level (outputLevel) | |
void | summary_output (bool summary_output_flag) |
Set summary output control; true enables evaluation/results summary. | |
size_t | num_final_solutions () const |
return the number of solutions to retain in best variables/response arrays | |
void | num_final_solutions (size_t num_final) |
set the number of solutions to retain in best variables/response arrays | |
void | active_set (const ActiveSet &set) |
set the default active set (for use with iterators that employ evaluate_parameter_sets()) | |
const ActiveSet & | active_set () const |
return the default active set (used by iterators that employ evaluate_parameter_sets()) | |
void | active_set_request_vector (const ShortArray &asv) |
return the default active set request vector (used by iterators that employ evaluate_parameter_sets()) | |
const ShortArray & | active_set_request_vector () const |
return the default active set request vector (used by iterators that employ evaluate_parameter_sets()) | |
void | active_set_request_values (short asv_val) |
return the default active set request vector (used by iterators that employ evaluate_parameter_sets()) | |
void | sub_iterator_flag (bool si_flag) |
set subIteratorFlag (and update summaryOutputFlag if needed) | |
bool | is_null () const |
function to check iteratorRep (does this envelope contain a letter?) | |
std::shared_ptr< Iterator > | iterator_rep () const |
returns iteratorRep for access to derived class member functions that are not mapped to the top Iterator level | |
virtual void | eval_tag_prefix (const String &eval_id_str) |
set the hierarchical eval ID tag prefix More... | |
std::shared_ptr< TraitsBase > | traits () const |
returns methodTraits for access to derived class member functions that are not mapped to the top TraitsBase level | |
bool | top_level () |
Return whether the iterator is the top level iterator. | |
void | top_level (bool tflag) |
Set the iterator's top level flag. | |
Protected Member Functions | |
Real | estimator_accuracy_metric () |
void | average_online_cost (const RealVector &accum_cost, const SizetArray &num_cost, RealVector &seq_cost) |
average costs once accumulations are complete | |
void | accumulate_paired_online_cost (RealVector &accum_cost, SizetArray &num_cost, size_t step) |
recover partial estimates of simulation cost using aggregated (paired) response metadata | |
void | recover_paired_online_cost (RealVector &seq_cost, size_t step) |
accumulate cost and counts and then perform averaging | |
Protected Member Functions inherited from NonDEnsembleSampling | |
virtual void | print_variance_reduction (std::ostream &s) |
void | pre_run () |
pre-run portion of run (optional); re-implemented by Iterators which can generate all Variables (parameter sets) a priori More... | |
void | post_run (std::ostream &s) |
post-run portion of run (optional); verbose to print results; re-implemented by Iterators that can read all Variables/Responses and perform final analysis phase in a standalone way More... | |
void | print_results (std::ostream &s, short results_state=FINAL_RESULTS) |
print the final iterator results More... | |
void | initialize_final_statistics () |
initializes finalStatistics for storing NonD final results More... | |
void | update_final_statistics () |
update finalStatistics::functionValues | |
bool | seed_updated () |
void | active_set_mapping () |
in the case of sub-iteration, map from finalStatistics.active_set() requests to activeSet used in evaluate_parameter_sets() More... | |
Real | estimator_cost_metric () |
return cost metric for entry into finalStatistics | |
void | assign_specification_sequence (size_t index) |
advance any sequence specifications | |
int | seed_sequence (size_t index) |
extract current random seed from randomSeedSeqSpec More... | |
void | resize_active_set () |
synchronize activeSet with iteratedModel's response size | |
void | increment_samples (SizetArray &N_l, size_t incr) |
increment samples array with a shared scalar | |
void | increment_samples (Sizet2DArray &N_l, const SizetArray &incr) |
increment 2D samples array with a shared 1D array (additional dim is QoI) | |
void | compute_mc_estimator_variance (const RealVector &var_l, const SizetArray &N_l, RealVector &mc_est_var) |
compute the variance of the mean estimator (Monte Carlo sample average) | |
void | project_mc_estimator_variance (const RealVector &var_l, const SizetArray &N_l, size_t new_samp, RealVector &mc_est_var) |
compute the variance of the mean estimator (Monte Carlo sample average) after projection with additional samples (var_l remains fixed) | |
void | estvar_ratios_to_avg_estvar (const RealVector &estvar_ratios, const RealVector &var_H, const SizetArray &N_H, Real &avg_est_var) |
convert estimator variance ratios to average estimator variance | |
void | compute_mf_control (Real sum_L, Real sum_H, Real sum_LL, Real sum_LH, size_t N_shared, Real &beta) |
compute scalar control variate parameters | |
void | compute_mf_control (const RealMatrix &sum_L, const RealMatrix &sum_H, const RealMatrix &sum_LL, const RealMatrix &sum_LH, const SizetArray &N_shared, size_t lev, RealVector &beta) |
compute matrix control variate parameters | |
void | compute_mf_control (const RealVector &sum_L, const RealVector &sum_H, const RealVector &sum_LL, const RealVector &sum_LH, const SizetArray &N_shared, RealVector &beta) |
compute vector control variate parameters | |
void | export_all_samples (String root_prepend, const Model &model, size_t iter, size_t step) |
export allSamples to tagged tabular file | |
void | convert_moments (const RealMatrix &raw_mom, RealMatrix &final_mom) |
convert uncentered raw moments (multilevel expectations) to standardized moments | |
Real | sum (const Real *vec, size_t vec_len) const |
compute sum of a set of observations | |
Real | average (const Real *vec, size_t vec_len) const |
compute average of a set of observations | |
Real | average (const RealVector &vec) const |
compute average of a set of observations | |
Real | average (const SizetArray &sa) const |
compute average of a set of observations | |
void | average (const RealMatrix &mat, size_t avg_index, RealVector &avg_vec) const |
compute row-averages for each column or column-averages for each row | |
Protected Member Functions inherited from NonDSampling | |
NonDSampling (ProblemDescDB &problem_db, Model &model) | |
constructor More... | |
NonDSampling (unsigned short method_name, Model &model, unsigned short sample_type, size_t samples, int seed, const String &rng, bool vary_pattern, short sampling_vars_mode) | |
alternate constructor for sample generation and evaluation "on the fly" More... | |
NonDSampling (unsigned short sample_type, size_t samples, int seed, const String &rng, const RealVector &lower_bnds, const RealVector &upper_bnds) | |
alternate constructor for sample generation "on the fly" More... | |
NonDSampling (unsigned short sample_type, size_t samples, int seed, const String &rng, const RealVector &means, const RealVector &std_devs, const RealVector &lower_bnds, const RealVector &upper_bnds, RealSymMatrix &correl) | |
alternate constructor for sample generation of correlated normals "on the fly" More... | |
void | pre_run () |
pre-run portion of run (optional); re-implemented by Iterators which can generate all Variables (parameter sets) a priori More... | |
void | core_run () |
size_t | num_samples () const |
void | sampling_reset (size_t min_samples, bool all_data_flag, bool stats_flag) |
resets number of samples and sampling flags More... | |
void | sampling_reference (size_t samples_ref) |
set reference number of samples, which is a lower bound during reset | |
void | random_seed (int seed) |
assign randomSeed | |
void | vary_pattern (bool pattern_flag) |
set varyPattern | |
void | get_parameter_sets (Model &model) |
Uses lhsDriver to generate a set of samples from the distributions/bounds defined in the incoming model. More... | |
void | get_parameter_sets (Model &model, const size_t num_samples, RealMatrix &design_matrix) |
Uses lhsDriver to generate a set of samples from the distributions/bounds defined in the incoming model and populates the specified design matrix. More... | |
void | get_parameter_sets (Model &model, const size_t num_samples, RealMatrix &design_matrix, bool write_msg) |
core of get_parameter_sets that accepts message print control | |
void | get_parameter_sets (const RealVector &lower_bnds, const RealVector &upper_bnds) |
Uses lhsDriver to generate a set of uniform samples over lower_bnds/upper_bnds. More... | |
void | get_parameter_sets (const RealVector &means, const RealVector &std_devs, const RealVector &lower_bnds, const RealVector &upper_bnds, RealSymMatrix &correl) |
Uses lhsDriver to generate a set of normal samples. More... | |
void | update_model_from_sample (Model &model, const Real *sample_vars) |
Override default update of continuous vars only. | |
void | sample_to_variables (const Real *sample_vars, Variables &vars) |
override default mapping of continuous variables only | |
void | variables_to_sample (const Variables &vars, Real *sample_vars) |
override default mapping of continuous variables only | |
const RealSymMatrix & | response_error_estimates () const |
return error estimates associated with each of the finalStatistics | |
void | initialize_sample_driver (bool write_message, size_t num_samples) |
increments numLHSRuns, sets random seed, and initializes lhsDriver | |
void | mode_counts (const Variables &vars, size_t &cv_start, size_t &num_cv, size_t &div_start, size_t &num_div, size_t &dsv_start, size_t &num_dsv, size_t &drv_start, size_t &num_drv) const |
compute sampled subsets (all, active, uncertain) within all variables (acv/adiv/adrv) from samplingVarsMode and model More... | |
void | mode_bits (const Variables &vars, BitArray &active_vars, BitArray &active_corr) const |
define subset views for sampling modes | |
Protected Member Functions inherited from NonD | |
NonD (ProblemDescDB &problem_db, Model &model) | |
constructor | |
NonD (unsigned short method_name, Model &model) | |
alternate constructor for sample generation and evaluation "on the fly" | |
NonD (unsigned short method_name, Model &model, const ShortShortPair &approx_view) | |
alternate constructor for sample generation and evaluation "on the fly" | |
NonD (unsigned short method_name, const RealVector &lower_bnds, const RealVector &upper_bnds) | |
alternate constructor for sample generation "on the fly" | |
~NonD () | |
destructor | |
void | derived_set_communicators (ParLevLIter pl_iter) |
derived class contributions to setting the communicators associated with this Iterator instance | |
void | initialize_run () |
utility function to perform common operations prior to pre_run(); typically memory initialization; setting of instance pointers More... | |
void | finalize_run () |
utility function to perform common operations following post_run(); deallocation and resetting of instance pointers More... | |
const Response & | response_results () const |
return the final statistics from the nondeterministic iteration | |
void | response_results_active_set (const ActiveSet &set) |
set the active set within finalStatistics | |
virtual void | initialize_response_covariance () |
initializes respCovariance | |
virtual bool | discrepancy_sample_counts () const |
flag identifying whether sample counts correspond to level discrepancies | |
void | pull_level_mappings (RealVector &level_maps, size_t offset) |
concatenate computed{Resp,Prob,Rel,GenRel}Levels into level_maps | |
void | push_level_mappings (const RealVector &level_maps, size_t offset) |
update computed{Resp,Prob,Rel,GenRel}Levels from level_maps | |
void | configure_sequence (size_t &num_steps, size_t &secondary_index, short &seq_type) |
configure fidelity/level counts from model hierarchy More... | |
void | configure_cost (unsigned short num_steps, bool multilevel, RealVector &cost) |
extract cost estimates from model hierarchy (forms or resolutions) | |
bool | query_cost (unsigned short num_steps, bool multilevel, RealVector &cost) |
extract cost estimates from model hierarchy, if available | |
bool | query_cost (unsigned short num_steps, Model &model, RealVector &cost) |
extract cost estimates from model hierarchy, if available | |
bool | valid_cost_values (const RealVector &cost) |
test cost for valid values > 0 | |
void | load_pilot_sample (const SizetArray &pilot_spec, size_t num_steps, SizetArray &delta_N_l) |
distribute pilot sample specification across model forms or levels | |
void | load_pilot_sample (const SizetArray &pilot_spec, short seq_type, const Sizet3DArray &N_l, Sizet2DArray &delta_N_l) |
distribute pilot sample specification across model forms and levels | |
template<typename ArrayType > | |
void | inflate_approx_samples (const ArrayType &N_l, bool multilev, size_t secondary_index, std::vector< ArrayType > &N_l_vec) |
update the relevant slice of N_l_3D from the final 2D multilevel or 2D multifidelity sample profile | |
template<typename ArrayType > | |
void | inflate_sequence_samples (const ArrayType &N_l, bool multilev, size_t secondary_index, std::vector< ArrayType > &N_l_vec) |
update the relevant slice of N_l_3D from the final 2D multilevel or 2D multifidelity sample profile | |
void | resize_final_statistics_gradients () |
resizes finalStatistics::functionGradients based on finalStatistics ASV | |
void | update_aleatory_final_statistics () |
update finalStatistics::functionValues from momentStats and computed{Prob,Rel,GenRel,Resp}Levels | |
void | update_system_final_statistics () |
update system metrics from component metrics within finalStatistics | |
void | update_system_final_statistics_gradients () |
update finalStatistics::functionGradients | |
void | initialize_level_mappings () |
size computed{Resp,Prob,Rel,GenRel}Levels | |
void | compute_densities (const RealRealPairArray &min_max_fns, bool prob_refinement=false, bool all_levels_computed=false) |
compute the PDF bins from the CDF/CCDF values and store in computedPDF{Abscissas,Ordinates} More... | |
void | print_densities (std::ostream &s) const |
output the PDFs reflected in computedPDF{Abscissas,Ordinates} using default qoi_type and pdf_labels | |
void | print_densities (std::ostream &s, String qoi_type, const StringArray &pdf_labels) const |
output the PDFs reflected in computedPDF{Abscissas,Ordinates} | |
void | print_system_mappings (std::ostream &s) const |
print system series/parallel mappings for response levels | |
void | print_multilevel_evaluation_summary (std::ostream &s, const SizetArray &N_m) |
print evaluation summary for multilevel sampling across 1D level profile | |
void | print_multilevel_evaluation_summary (std::ostream &s, const Sizet2DArray &N_m) |
print evaluation summary for multilevel sampling across 2D level+QoI profile | |
void | print_multilevel_discrepancy_summary (std::ostream &s, const SizetArray &N_m) |
print evaluation summary for multilevel sampling across 1D level profile for discrepancy across levels | |
void | print_multilevel_discrepancy_summary (std::ostream &s, const SizetArray &N_m, const SizetArray &N_mp1) |
print evaluation summary for multilevel sampling across 1D level profile for discrepancy across model forms | |
void | print_multilevel_discrepancy_summary (std::ostream &s, const Sizet2DArray &N_m) |
print evaluation summary for multilevel sampling across 2D level+QoI profile for discrepancy across levels | |
void | print_multilevel_discrepancy_summary (std::ostream &s, const Sizet2DArray &N_m, const Sizet2DArray &N_mp1) |
print evaluation summary for multilevel sampling across 2D level+QoI profile for discrepancy across model forms | |
template<typename ArrayType > | |
void | print_multilevel_model_summary (std::ostream &s, const std::vector< ArrayType > &N_samp, String type, short seq_type, bool discrep_flag) |
print evaluation summary for multilevel sampling across 2D model+level profile (allocations) or 3D model+level+QoI profile (actual) | |
void | construct_lhs (Iterator &u_space_sampler, Model &u_model, unsigned short sample_type, int num_samples, int seed, const String &rng, bool vary_pattern, short sampling_vars_mode=ACTIVE) |
assign a NonDLHSSampling instance within u_space_sampler | |
unsigned short | sub_optimizer_select (unsigned short requested_sub_method, unsigned short default_sub_method=SUBMETHOD_NPSOL) |
utility for vetting sub-method request against optimizers within the package configuration | |
size_t | one_sided_delta (Real current, Real target) |
compute a one-sided sample increment for multilevel methods to move current sampling level to a new target | |
size_t | one_sided_delta (const SizetArray ¤t, const RealVector &targets, size_t power) |
compute a one-sided sample increment for multilevel methods to move current sampling level to a new target | |
size_t | one_sided_delta (const SizetArray ¤t, Real target, size_t power) |
compute a one-sided sample increment for multilevel methods to move current sampling level to a new target | |
bool | differ (size_t N_alloc_ij, const SizetArray &N_actual_ij) const |
return true if fine-grained reporting differs from coarse-grained | |
bool | differ (const SizetArray &N_alloc_i, const Sizet2DArray &N_actual_i) const |
return true if fine-grained reporting differs from coarse-grained | |
bool | differ (const Sizet2DArray &N_alloc, const Sizet3DArray &N_actual) const |
return true if fine-grained reporting differs from coarse-grained | |
void | archive_allocate_mappings () |
allocate results array storage for distribution mappings | |
void | archive_from_resp (size_t fn_index, size_t inc_id=0) |
archive the mappings from specified response levels for specified fn | |
void | archive_to_resp (size_t fn_index, size_t inc_id=0) |
archive the mappings to computed response levels for specified fn and (optional) increment id. | |
void | archive_allocate_pdf () |
allocate results array storage for pdf histograms | |
void | archive_pdf (size_t fn_index, size_t inc_id=0) |
archive a single pdf histogram for specified function | |
void | archive_equiv_hf_evals (const Real equiv_hf_evals) |
archive the equivalent number of HF evals (used by ML/MF methods) | |
Protected Member Functions inherited from Analyzer | |
Analyzer () | |
default constructor | |
Analyzer (ProblemDescDB &problem_db, Model &model) | |
standard constructor | |
Analyzer (unsigned short method_name, Model &model) | |
alternate constructor for instantiations "on the fly" with a Model | |
Analyzer (unsigned short method_name, Model &model, const ShortShortPair &view_override) | |
alternate constructor for instantiations "on the fly" with a Model | |
Analyzer (unsigned short method_name) | |
alternate constructor for instantiations "on the fly" without a Model | |
~Analyzer () | |
destructor | |
virtual void | update_model_from_variables (Model &model, const Variables &vars) |
update model's current variables with data from vars | |
void | update_from_model (const Model &model) |
set inherited data attributes based on extractions from incoming model | |
void | pre_output () |
const Model & | algorithm_space_model () const |
const Variables & | variables_results () const |
return a single final iterator solution (variables) | |
const VariablesArray & | variables_array_results () |
return multiple final iterator solutions (variables). This should only be used if returns_multiple_points() returns true. | |
const ResponseArray & | response_array_results () |
return multiple final iterator solutions (response). This should only be used if returns_multiple_points() returns true. | |
bool | compact_mode () const |
returns Analyzer::compactMode | |
bool | returns_multiple_points () const |
indicates if this iterator returns multiple final points. Default return is false. Override to return true if appropriate. | |
void | evaluate_parameter_sets (Model &model, bool log_resp_flag, bool log_best_flag) |
perform function evaluations to map parameter sets (allVariables) into response sets (allResponses) More... | |
void | get_vbd_parameter_sets (Model &model, size_t num_samples) |
generate replicate parameter sets for use in variance-based decomposition More... | |
void | compute_vbd_stats (const size_t num_samples, const IntResponseMap &resp_samples) |
compute VBD-based Sobol indices More... | |
void | archive_sobol_indices () const |
archive VBD-based Sobol indices More... | |
virtual void | archive_model_variables (const Model &, size_t idx) const |
archive model evaluation points | |
virtual void | archive_model_response (const Response &, size_t idx) const |
archive model evaluation responses | |
void | read_variables_responses (int num_evals, size_t num_vars) |
convenience function for reading variables/responses (used in derived classes post_input) More... | |
void | print_sobol_indices (std::ostream &s) const |
Printing of VBD results. More... | |
void | samples_to_variables_array (const RealMatrix &sample_matrix, VariablesArray &vars_array) |
convert samples array to variables array; e.g., allSamples to allVariables | |
void | variables_array_to_samples (const VariablesArray &vars_array, RealMatrix &sample_matrix) |
convert variables array to samples array; e.g., allVariables to allSamples | |
Protected Member Functions inherited from Iterator | |
Iterator (BaseConstructor, ProblemDescDB &problem_db, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase())) | |
constructor initializes the base class part of letter classes (BaseConstructor overloading avoids infinite recursion in the derived class constructors - Coplien, p. 139) More... | |
Iterator (NoDBBaseConstructor, unsigned short method_name, Model &model, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase())) | |
alternate constructor for base iterator classes constructed on the fly More... | |
Iterator (NoDBBaseConstructor, unsigned short method_name, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase())) | |
alternate constructor for base iterator classes constructed on the fly More... | |
Iterator (NoDBBaseConstructor, Model &model, size_t max_iter, size_t max_eval, Real conv_tol, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase())) | |
alternate envelope constructor for instantiations without ProblemDescDB More... | |
virtual void | derived_init_communicators (ParLevLIter pl_iter) |
derived class contributions to initializing the communicators associated with this Iterator instance | |
virtual const VariablesArray & | initial_points () const |
gets the multiple initial points for this iterator. This will only be meaningful after a call to initial_points mutator. | |
StrStrSizet | run_identifier () const |
get the unique run identifier based on method name, id, and number of executions | |
void | initialize_model_graphics (Model &model, int iterator_server_id) |
helper function that encapsulates initialization operations, modular on incoming Model instance More... | |
void | export_final_surrogates (Model &data_fit_surr_model) |
export final surrogates generated, e.g., GP in EGO and friends More... | |
Protected Attributes | |
Real | avgEstVar |
final estimator variance for targeted moment (usually mean), averaged across QoI | |
Protected Attributes inherited from NonDEnsembleSampling | |
size_t | numSteps |
number of model forms/resolution in the (outer) sequence | |
short | sequenceType |
type of model sequence enumerated with primary MF/ACV loop over steps | |
size_t | secondaryIndex |
setting for the inactive model dimension not traversed by primary MF/ACV loop over steps | |
RealVector | sequenceCost |
relative costs of model forms/resolution levels within a 1D sequence | |
Sizet3DArray | NLevActual |
total number of successful sample evaluations (excluding faults) for each model form, discretization level, and QoI | |
Sizet2DArray | NLevAlloc |
total number of allocated sample evaluations (prior to any faults) for each model form and discretization level (same for all QoI) | |
SizetArray | pilotSamples |
store the pilot_samples input specification, prior to run-time invocation of load_pilot_sample() | |
short | pilotMgmtMode |
enumeration for pilot management modes: ONLINE_PILOT (default), OFFLINE_PILOT, PILOT_PROJECTION | |
bool | onlineCost |
indicates use of online cost recovery rather than offline user-specified cost ratios | |
SizetSizetPairArray | costMetadataIndices |
indices of cost data within response metadata, one per model form | |
SizetArray | randomSeedSeqSpec |
user specification for seed_sequence | |
size_t | mlmfIter |
major iteration counter | |
bool | backfillFailures |
(inactive) option to backfill simulation failures by comparing targets against successful sample completions rather than sample allocations | |
Real | equivHFEvals |
equivalent number of high fidelity evaluations accumulated using samples across multiple model forms and/or discretization levels | |
Real | deltaEquivHF |
for sample projections, the calculated increment in equivHFEvals that would be incurred if full iteration/statistics were needed | |
RealVector | varH |
variances for HF truth (length numFunctions) | |
RealVector | estVarIter0 |
initial estimator variance from shared pilot (no CV reduction) | |
short | finalStatsType |
QOI_STATISTICS (moments, level mappings) or ESTIMATOR_PERFORMANCE (for model tuning of estVar,equivHFEvals by an outer loop) | |
bool | exportSampleSets |
if defined, export each of the sample increments in ML, CV, MLCV using tagged tabular files | |
unsigned short | exportSamplesFormat |
format for exporting sample increments using tagged tabular files | |
Protected Attributes inherited from NonDSampling | |
int | seedSpec |
the user seed specification (default is 0) | |
int | randomSeed |
the current seed | |
const int | samplesSpec |
initial specification of number of samples | |
size_t | samplesRef |
reference number of samples updated for refinement | |
size_t | numSamples |
the current number of samples to evaluate | |
String | rngName |
name of the random number generator | |
unsigned short | sampleType |
the sample type: default, random, lhs, incremental random, or incremental lhs | |
bool | wilksFlag |
flags use of Wilks formula to calculate num samples | |
unsigned short | wilksOrder |
Real | wilksAlpha |
Real | wilksBeta |
short | wilksSidedness |
RealMatrix | momentGrads |
gradients of standardized or central moments of response functions, as determined by finalMomentsType. Calculated in compute_moments() and indexed as (var,moment) when moment id runs from 1:2*numFunctions. | |
RealSymMatrix | finalStatErrors |
standard errors (estimator std deviation) for each of the finalStatistics | |
int | samplesIncrement |
current increment in a sequence of samples | |
Pecos::LHSDriver | lhsDriver |
the C++ wrapper for the F90 LHS library | |
size_t | numLHSRuns |
counter for number of sample set generations | |
bool | stdRegressionCoeffs |
flags computation/output of standardized regression coefficients | |
bool | toleranceIntervalsFlag |
flags of double sided tolerance interval equivalent normal | |
Real | tiCoverage |
coverage to be used in the calculation of the double sided tolerance interval equivaluent normal | |
Real | tiConfidenceLevel |
confidence interval to be used in the calculation of the double sided tolerance interval equivalent normal | |
size_t | tiNumValidSamples |
RealVector | tiDstienMus |
Real | tiDeltaMultiplicativeFactor |
RealVector | tiSampleSigmas |
RealVector | tiDstienSigmas |
bool | statsFlag |
flags computation/output of statistics | |
bool | allDataFlag |
flags update of allResponses (allVariables or allSamples already defined) | |
short | samplingVarsMode |
the sampling mode: ALEATORY_UNCERTAIN{,_UNIFORM}, EPISTEMIC_UNCERTAIN{,_UNIFORM}, UNCERTAIN{,_UNIFORM}, ACTIVE{,_UNIFORM}, or ALL{,_UNIFORM}. This is a secondary control on top of the variables view that allows sampling over subsets of variables that may differ from the view. | |
short | sampleRanksMode |
mode for input/output of LHS sample ranks: IGNORE_RANKS, GET_RANKS, SET_RANKS, or SET_GET_RANKS | |
bool | varyPattern |
flag for generating a sequence of seed values within multiple get_parameter_sets() calls so that these executions (e.g., for SBO/SBNLS) are not repeated, but are still repeatable | |
RealMatrix | sampleRanks |
data structure to hold the sample ranks | |
SensAnalysisGlobal | nonDSampCorr |
initialize statistical post processing | |
bool | backfillDuplicates |
flags whether to use backfill to enforce uniqueness of discrete LHS samples | |
RealRealPairArray | extremeValues |
Minimum and maximum values of response functions for epistemic calculations (calculated in compute_intervals()),. | |
bool | functionMomentsComputed |
Function moments have been computed; used to determine whether to archive the moments. | |
Protected Attributes inherited from NonD | |
NonD * | prevNondInstance |
pointer containing previous value of nondInstance | |
size_t | startCAUV |
starting index of continuous aleatory uncertain variables within active continuous variables (convenience for managing offsets) | |
size_t | numCAUV |
number of active continuous aleatory uncertain variables | |
bool | epistemicStats |
flag for computing interval-type metrics instead of integrated metrics If any epistemic vars are active in a metric evaluation, then flag is set. | |
RealMatrix | momentStats |
standardized or central resp moments, as determined by finalMomentsType. Calculated in compute_moments()) and indexed as (moment,fn). | |
RealVectorArray | requestedRespLevels |
requested response levels for all response functions | |
RealVectorArray | computedProbLevels |
output probability levels for all response functions resulting from requestedRespLevels | |
RealVectorArray | computedRelLevels |
output reliability levels for all response functions resulting from requestedRespLevels | |
RealVectorArray | computedGenRelLevels |
output generalized reliability levels for all response functions resulting from requestedRespLevels | |
short | respLevelTarget |
indicates mapping of z->p (PROBABILITIES), z->beta (RELIABILITIES), or z->beta* (GEN_RELIABILITIES) | |
short | respLevelTargetReduce |
indicates component or system series/parallel failure metrics | |
RealVectorArray | requestedProbLevels |
requested probability levels for all response functions | |
RealVectorArray | requestedRelLevels |
requested reliability levels for all response functions | |
RealVectorArray | requestedGenRelLevels |
requested generalized reliability levels for all response functions | |
RealVectorArray | computedRespLevels |
output response levels for all response functions resulting from requestedProbLevels, requestedRelLevels, or requestedGenRelLevels | |
size_t | totalLevelRequests |
total number of levels specified within requestedRespLevels, requestedProbLevels, and requestedRelLevels | |
bool | cdfFlag |
flag for type of probabilities/reliabilities used in mappings: cumulative/CDF (true) or complementary/CCDF (false) | |
bool | pdfOutput |
flag for managing output of response probability density functions (PDFs) | |
RealVectorArray | computedPDFAbscissas |
sorted response PDF intervals bounds extracted from min/max sample and requested/computedRespLevels (vector lengths = num bins + 1) | |
RealVectorArray | computedPDFOrdinates |
response PDF densities computed from bin counts divided by (unequal) bin widths (vector lengths = num bins) | |
Response | finalStatistics |
final statistics from the uncertainty propagation used in strategies: response means, standard deviations, and probabilities of failure | |
short | finalMomentsType |
type of moments logged within finalStatistics: none, central, standard | |
size_t | miPLIndex |
index for the active ParallelLevel within ParallelConfiguration::miPLIters | |
BitArray | pdfComputed |
Whether PDF was computed for function i; used to determine whether a pdf should be archived. | |
Protected Attributes inherited from Analyzer | |
size_t | numFunctions |
number of response functions | |
size_t | numContinuousVars |
number of active continuous vars | |
size_t | numDiscreteIntVars |
number of active discrete integer vars | |
size_t | numDiscreteStringVars |
number of active discrete string vars | |
size_t | numDiscreteRealVars |
number of active discrete real vars | |
bool | compactMode |
switch for allSamples (compact mode) instead of allVariables (normal mode) | |
VariablesArray | allVariables |
array of all variables to be evaluated in evaluate_parameter_sets() | |
RealMatrix | allSamples |
compact alternative to allVariables | |
IntResponseMap | allResponses |
array of all responses to be computed in evaluate_parameter_sets() | |
StringArray | allHeaders |
array of headers to insert into output while evaluating allVariables | |
size_t | numObjFns |
number of objective functions | |
size_t | numLSqTerms |
number of least squares terms | |
RealPairPRPMultiMap | bestVarsRespMap |
map which stores best set of solutions | |
Protected Attributes inherited from Iterator | |
ProblemDescDB & | probDescDB |
class member reference to the problem description database More... | |
ParallelLibrary & | parallelLib |
class member reference to the parallel library | |
ParConfigLIter | methodPCIter |
the active ParallelConfiguration used by this Iterator instance | |
Model | iteratedModel |
the model to be iterated (for iterators and meta-iterators employing a single model instance) | |
size_t | myModelLayers |
number of Models locally (in Iterator or derived classes) wrapped around the initially passed in Model | |
unsigned short | methodName |
name of the iterator (the user's method spec) | |
Real | convergenceTol |
iteration convergence tolerance | |
size_t | maxIterations |
maximum number of iterations for the method | |
size_t | maxFunctionEvals |
maximum number of fn evaluations for the method | |
int | maxEvalConcurrency |
maximum number of concurrent model evaluations More... | |
ActiveSet | activeSet |
the response data requirements on each function evaluation | |
size_t | numFinalSolutions |
number of solutions to retain in best variables/response arrays | |
VariablesArray | bestVariablesArray |
collection of N best solution variables found during the study; always in context of Model originally passed to the Iterator (any in-flight Recasts must be undone) | |
ResponseArray | bestResponseArray |
collection of N best solution responses found during the study; always in context of Model originally passed to the Iterator (any in-flight Recasts must be undone) | |
bool | subIteratorFlag |
flag indicating if this Iterator is a sub-iterator (NestedModel::subIterator or DataFitSurrModel::daceIterator) | |
short | outputLevel |
output verbosity level: {SILENT,QUIET,NORMAL,VERBOSE,DEBUG}_OUTPUT | |
bool | summaryOutputFlag |
flag for summary output (evaluation stats, final results); default true, but false for on-the-fly (helper) iterators and sub-iterator use cases | |
ResultsManager & | resultsDB |
reference to the global iterator results database | |
EvaluationStore & | evaluationsDB |
reference to the global evaluation database | |
EvaluationsDBState | evaluationsDBState |
State of evaluations DB for this iterator. | |
ResultsNames | resultsNames |
valid names for iterator results | |
std::shared_ptr< TraitsBase > | methodTraits |
pointer that retains shared ownership of a TraitsBase object, or child thereof | |
bool | topLevel |
Whether this is the top level iterator. | |
bool | exportSurrogate = false |
whether to export final surrogates | |
String | surrExportPrefix |
base filename for exported surrogates | |
unsigned short | surrExportFormat = NO_MODEL_FORMAT |
(bitwise) format(s) to export | |
Additional Inherited Members | |
Static Public Member Functions inherited from NonDSampling | |
static void | compute_moments (const RealVectorArray &fn_samples, SizetArray &sample_counts, RealMatrix &moment_stats, short moments_type, const StringArray &labels) |
core compute_moments() implementation with all data as inputs | |
static void | compute_moments (const RealVectorArray &fn_samples, RealMatrix &moment_stats, short moments_type) |
core compute_moments() implementation with all data as inputs | |
static void | compute_moments (const RealMatrix &fn_samples, RealMatrix &moment_stats, short moments_type) |
alternate RealMatrix samples API for use by external clients | |
static void | print_moments (std::ostream &s, const RealMatrix &moment_stats, const RealMatrix moment_cis, String qoi_type, short moments_type, const StringArray &moment_labels, bool print_cis) |
core print moments that can be called without object | |
static int | compute_wilks_sample_size (unsigned short order, Real alpha, Real beta, bool twosided=false) |
calculates the number of samples using the Wilks formula Static so I can test without instantiating a NonDSampling object - RWH | |
static Real | compute_wilks_residual (unsigned short order, int nsamples, Real alpha, Real beta, bool twosided) |
Helper function - calculates the Wilks residual. | |
static Real | compute_wilks_alpha (unsigned short order, int nsamples, Real beta, bool twosided=false) |
calculates the alpha paramter given number of samples using the Wilks formula Static so I can test without instantiating a NonDSampling object - RWH | |
static Real | compute_wilks_beta (unsigned short order, int nsamples, Real alpha, bool twosided=false) |
calculates the beta parameter given number of samples using the Wilks formula Static so I can test without instantiating a NonDSampling object - RWH | |
static Real | get_wilks_alpha_min () |
Get the lower and upper bounds supported by Wilks bisection solves. | |
static Real | get_wilks_alpha_max () |
static Real | get_wilks_beta_min () |
static Real | get_wilks_beta_max () |
Static Protected Member Functions inherited from NonDEnsembleSampling | |
static void | uncentered_to_centered (Real rm1, Real rm2, Real rm3, Real rm4, Real &cm1, Real &cm2, Real &cm3, Real &cm4, size_t Nlq) |
convert uncentered (raw) moments to centered moments; biased estimators More... | |
static void | uncentered_to_centered (Real rm1, Real rm2, Real rm3, Real rm4, Real &cm1, Real &cm2, Real &cm3, Real &cm4) |
convert uncentered (raw) moments to centered moments; unbiased estimators More... | |
static void | centered_to_standard (Real cm1, Real cm2, Real cm3, Real cm4, Real &sm1, Real &sm2, Real &sm3, Real &sm4) |
convert centered moments to standardized moments | |
static void | check_negative (Real &cm) |
detect, warn, and repair a negative central moment (for even orders) | |
Static Protected Member Functions inherited from Iterator | |
static void | gnewton_set_recast (const Variables &recast_vars, const ActiveSet &recast_set, ActiveSet &sub_model_set) |
conversion of request vector values for the Gauss-Newton Hessian approximation More... | |
Static Protected Attributes inherited from NonD | |
static NonD * | nondInstance |
pointer to the active object instance used within static evaluator functions in order to avoid the need for static data | |
Performs Hierarch Monte Carlo sampling for uncertainty quantification.
Hierarch Monte Carlo (MLMC) is a variance-reduction technique that utilitizes lower fidelity simulations that have response QoI that are correlated with the high-fidelity response QoI.
NonDHierarchSampling | ( | ProblemDescDB & | problem_db, |
Model & | model | ||
) |
standard constructor
This constructor is called for a standard letter-envelope iterator instantiation. In this case, set_db_list_nodes has been called and probDescDB can be queried for settings from the method specification.
References Dakota::abort_handler(), ProblemDescDB::get_sza(), Iterator::iteratedModel, Iterator::maxEvalConcurrency, Iterator::method_enum_to_string(), Iterator::methodName, NonDEnsembleSampling::pilotSamples, Model::surrogate_response_mode(), and Model::surrogate_type().