Dakota  Version
Explore and Predict with Confidence
All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Pages
NonDMultilevControlVarSampling Member List

This is the complete list of members for NonDMultilevControlVarSampling, including all inherited members.

accepts_multiple_points() constIteratorvirtual
accumulate_ml_Qsums(IntRealMatrixMap &sum_Q, size_t lev, SizetArray &num_Q)NonDMultilevelSamplingprotected
accumulate_ml_Qsums(IntRealMatrixMap &sum_Ql, IntRealMatrixMap &sum_Qlm1, IntIntPairRealMatrixMap &sum_QlQlm1, size_t lev, SizetArray &num_Q)NonDMultilevelSamplingprivate
accumulate_ml_Ysums(IntRealMatrixMap &sum_Y, RealMatrix &sum_YY, size_t lev, SizetArray &num_Y)NonDMultilevelSamplingprotected
accumulate_ml_Ysums(RealMatrix &sum_Y, RealMatrix &sum_YY, size_t lev, SizetArray &num_Y)NonDMultilevelSamplingprotected
accumulate_mlmf_Qsums(IntRealMatrixMap &sum_Ql, IntRealMatrixMap &sum_Qlm1, size_t lev, SizetArray &num_Q)NonDMultilevControlVarSamplingprivate
accumulate_mlmf_Qsums(const IntResponseMap &lf_resp_map, const IntResponseMap &hf_resp_map, IntRealMatrixMap &sum_L_shared, IntRealMatrixMap &sum_L_refined, IntRealMatrixMap &sum_H, IntRealMatrixMap &sum_LL, IntRealMatrixMap &sum_LH, IntRealMatrixMap &sum_HH, size_t lev, SizetArray &num_L, SizetArray &num_H)NonDMultilevControlVarSamplingprivate
accumulate_mlmf_Qsums(const IntResponseMap &lf_resp_map, const IntResponseMap &hf_resp_map, RealMatrix &sum_L_shared, RealMatrix &sum_L_refined, RealMatrix &sum_H, RealMatrix &sum_LL, RealMatrix &sum_LH, RealMatrix &sum_HH, size_t lev, SizetArray &N_shared)NonDMultilevControlVarSamplingprivate
accumulate_mlmf_Qsums(const IntResponseMap &lf_resp_map, const IntResponseMap &hf_resp_map, IntRealMatrixMap &sum_Ll, IntRealMatrixMap &sum_Llm1, IntRealMatrixMap &sum_Ll_refined, IntRealMatrixMap &sum_Llm1_refined, IntRealMatrixMap &sum_Hl, IntRealMatrixMap &sum_Hlm1, IntRealMatrixMap &sum_Ll_Ll, IntRealMatrixMap &sum_Ll_Llm1, IntRealMatrixMap &sum_Llm1_Llm1, IntRealMatrixMap &sum_Hl_Ll, IntRealMatrixMap &sum_Hl_Llm1, IntRealMatrixMap &sum_Hlm1_Ll, IntRealMatrixMap &sum_Hlm1_Llm1, IntRealMatrixMap &sum_Hl_Hl, IntRealMatrixMap &sum_Hl_Hlm1, IntRealMatrixMap &sum_Hlm1_Hlm1, size_t lev, SizetArray &num_L, SizetArray &num_H)NonDMultilevControlVarSamplingprivate
accumulate_mlmf_Qsums(const IntResponseMap &lf_resp_map, const IntResponseMap &hf_resp_map, RealMatrix &sum_Ll, RealMatrix &sum_Llm1, RealMatrix &sum_Ll_refined, RealMatrix &sum_Llm1_refined, RealMatrix &sum_Hl, RealMatrix &sum_Hlm1, RealMatrix &sum_Ll_Ll, RealMatrix &sum_Ll_Llm1, RealMatrix &sum_Llm1_Llm1, RealMatrix &sum_Hl_Ll, RealMatrix &sum_Hl_Llm1, RealMatrix &sum_Hlm1_Ll, RealMatrix &sum_Hlm1_Llm1, RealMatrix &sum_Hl_Hl, RealMatrix &sum_Hl_Hlm1, RealMatrix &sum_Hlm1_Hlm1, size_t lev, SizetArray &N_shared)NonDMultilevControlVarSamplingprivate
accumulate_mlmf_Ysums(IntRealMatrixMap &sum_Y, size_t lev, SizetArray &num_Y)NonDMultilevControlVarSamplingprivate
accumulate_mlmf_Ysums(const IntResponseMap &lf_resp_map, const IntResponseMap &hf_resp_map, IntRealMatrixMap &sum_L_shared, IntRealMatrixMap &sum_L_refined, IntRealMatrixMap &sum_H, IntRealMatrixMap &sum_LL, IntRealMatrixMap &sum_LH, IntRealMatrixMap &sum_HH, size_t lev, SizetArray &num_L, SizetArray &num_H)NonDMultilevControlVarSamplingprivate
accumulate_paired_online_cost(RealVector &accum_cost, SizetArray &num_cost, size_t step)NonDHierarchSamplingprotected
active_set(const ActiveSet &set)Iteratorinline
active_set() constIteratorinline
active_set_mapping()NonDEnsembleSamplingprotectedvirtual
active_set_request_values(short asv_val)Iteratorinline
active_set_request_vector(const ShortArray &asv)Iteratorinline
active_set_request_vector() constIteratorinline
activeSetIteratorprotected
aggregate_mse_target_Qsum(RealMatrix &agg_var_qoi, const Sizet2DArray &N_l, const size_t step, RealVector &estimator_var0_qoi)NonDMultilevelSamplinginlineprivate
aggregate_mse_Ysum(const Real *sum_Y, const Real *sum_YY, const SizetArray &N_l)NonDMultilevelSamplinginlineprotected
aggregate_mse_Yvar(const Real *var_Y, const SizetArray &N_l)NonDMultilevelSamplinginlineprotected
aggregate_variance_Qsum(const Real *sum_Ql, const Real *sum_Qlm1, const Real *sum_QlQl, const Real *sum_QlQlm1, const Real *sum_Qlm1Qlm1, const SizetArray &N_l, const size_t lev)NonDMultilevelSamplinginlineprivate
aggregate_variance_target_Qsum(const IntRealMatrixMap &sum_Ql, const IntRealMatrixMap &sum_Qlm1, const IntIntPairRealMatrixMap &sum_QlQlm1, const Sizet2DArray &N_l, const size_t step, RealMatrix &agg_var_qoi)NonDMultilevelSamplingprivate
aggregate_variance_Ysum(const Real *sum_Y, const Real *sum_YY, const SizetArray &N_l)NonDMultilevelSamplinginlineprotected
algorithm_space_model() constAnalyzerinlineprotectedvirtual
all_responses() constAnalyzerinlinevirtual
all_samples()Analyzerinlinevirtual
all_variables()Analyzerinlinevirtual
allDataFlagNonDSamplingprotected
allHeadersAnalyzerprotected
allocation_increment(size_t N_l_alloc, const Real *N_l_target)NonDMultilevelSamplingprivate
allocationTargetNonDMultilevelSamplingprivate
allResponsesAnalyzerprotected
allSamplesAnalyzerprotected
allVariablesAnalyzerprotected
Analyzer()Analyzerinlineprotected
Analyzer(ProblemDescDB &problem_db, Model &model)Analyzerprotected
Analyzer(unsigned short method_name, Model &model)Analyzerprotected
Analyzer(unsigned short method_name, Model &model, const ShortShortPair &view_override)Analyzerprotected
Analyzer(unsigned short method_name)Analyzerprotected
apply_mf_control(Real sum_H, Real sum_L_shared, size_t N_shared, Real sum_L_refined, size_t N_refined, Real beta, Real &H_raw_mom)NonDMultilevControlVarSamplinginlineprivate
apply_mf_control(const RealMatrix &sum_H, const RealMatrix &sum_L_shared, const SizetArray &N_shared, const RealMatrix &sum_L_refined, const SizetArray &N_refined, size_t lev, const RealVector &beta, RealVector &H_raw_mom)NonDMultilevControlVarSamplinginlineprivate
apply_mlmf_control(Real sum_Hl, Real sum_Hlm1, Real sum_Ll, Real sum_Llm1, size_t N_shared, Real sum_Ll_refined, Real sum_Llm1_refined, size_t N_refined, Real beta_dot, Real gamma, Real &H_raw_mom)NonDMultilevControlVarSamplinginlineprivate
apply_mlmf_control(const RealMatrix &sum_Hl, const RealMatrix &sum_Hlm1, const RealMatrix &sum_Ll, const RealMatrix &sum_Llm1, const SizetArray &N_shared, const RealMatrix &sum_Ll_refined, const RealMatrix &sum_Llm1_refined, const SizetArray &N_refined, size_t lev, const RealVector &beta_dot, const RealVector &gamma, RealVector &H_raw_mom)NonDMultilevControlVarSamplinginlineprivate
archive_allocate_mappings()NonDprotected
archive_allocate_pdf()NonDprotected
archive_equiv_hf_evals(const Real equiv_hf_evals)NonDprotected
archive_extreme_responses(size_t inc_id=0)NonDSampling
archive_from_resp(size_t fn_index, size_t inc_id=0)NonDprotected
archive_model_response(const Response &, size_t idx) constAnalyzerinlineprotectedvirtual
archive_model_variables(const Model &, size_t idx) constAnalyzerinlineprotectedvirtual
archive_moment_confidence_intervals(size_t inc_id=0)NonDSampling
archive_moments(size_t inc_id=0)NonDSampling
archive_pdf(size_t fn_index, size_t inc_id=0)NonDprotected
archive_sobol_indices() constAnalyzerprotected
archive_std_regress_coeffs()NonDSampling
archive_to_resp(size_t fn_index, size_t inc_id=0)NonDprotected
archive_tolerance_intervals(size_t inc_id=0)NonDSampling
assign_rep(std::shared_ptr< Iterator > iterator_rep)Iterator
assign_specification_sequence(size_t index)NonDEnsembleSamplingprotected
assign_static_member(const Real &conv_tol, size_t &qoi, const size_t &qoi_aggregation, const size_t &num_functions, const RealVector &level_cost_vec, const IntRealMatrixMap &sum_Ql, const IntRealMatrixMap &sum_Qlm1, const IntIntPairRealMatrixMap &sum_QlQlm1, const RealVector &pilot_samples, const RealMatrix &scalarization_response_mapping) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivate
assign_static_member_problem18(Real &var_L_exact, Real &var_H_exact, Real &mu_four_L_exact, Real &mu_four_H_exact, Real &Ax, RealVector &level_cost_vec) const (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivate
average(const Real *vec, size_t vec_len) constNonDEnsembleSamplinginlineprotected
average(const RealVector &vec) constNonDEnsembleSamplinginlineprotected
average(const SizetArray &sa) constNonDEnsembleSamplinginlineprotected
average(const RealMatrix &mat, size_t avg_index, RealVector &avg_vec) constNonDEnsembleSamplinginlineprotected
average_online_cost(const RealVector &accum_cost, const SizetArray &num_cost, RealVector &seq_cost)NonDHierarchSamplinginlineprotected
avgEstVarNonDHierarchSamplingprotected
backfillDuplicatesNonDSamplingprotected
backfillFailuresNonDEnsembleSamplingprotected
bestResponseArrayIteratorprotected
bestVariablesArrayIteratorprotected
bestVarsRespMapAnalyzerprotected
bootstrapSeed (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivate
cdfFlagNonDprotected
centered_to_standard(Real cm1, Real cm2, Real cm3, Real cm4, Real &sm1, Real &sm2, Real &sm3, Real &sm4)NonDEnsembleSamplinginlineprotectedstatic
check_negative(Real &cm)NonDEnsembleSamplinginlineprotectedstatic
check_sub_iterator_conflict()Iteratorvirtual
compact_mode() constAnalyzerinlineprotectedvirtual
compactModeAnalyzerprotected
compute_best_metrics(const Response &response, std::pair< Real, Real > &metrics)Analyzerprivate
compute_bootstrap_covariance(const size_t step, const size_t qoi, const IntRealMatrixMap &lev_qoisamplematrix_map, const Real N, const bool compute_gradient, Real &grad, int *seed) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
compute_cov(const RealVector &samples_X, const RealVector &samples_hat) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
compute_cov_mean_sigma(const IntRealMatrixMap &sum_Ql, const IntRealMatrixMap &sum_Qlm1, const IntIntPairRealMatrixMap &sum_QlQlm1, const size_t Nlq_pilot, const Real Nlq, const size_t qoi, const size_t lev, const bool compute_gradient, Real &grad_g) (defined in NonDMultilevelSampling)NonDMultilevelSamplinginlineprivatestatic
compute_cov_mean_sigma_fd(const IntRealMatrixMap &sum_Ql, const IntRealMatrixMap &sum_Qlm1, const IntIntPairRealMatrixMap &sum_QlQlm1, const size_t Nlq_pilot, const Real Nlq, const size_t qoi, const size_t lev) (defined in NonDMultilevelSampling)NonDMultilevelSamplinginlineprivatestatic
compute_cov_meanl_varlmone(const IntRealMatrixMap &sum_Ql, const IntRealMatrixMap &sum_Qlm1, const IntIntPairRealMatrixMap &sum_QlQlm1, const size_t Nlq_pilot, const Real Nlq, const size_t qoi, const size_t lev, const bool compute_gradient, Real &grad_g) (defined in NonDMultilevelSampling)NonDMultilevelSamplinginlineprivatestatic
compute_cov_meanlmone_varl(const IntRealMatrixMap &sum_Ql, const IntRealMatrixMap &sum_Qlm1, const IntIntPairRealMatrixMap &sum_QlQlm1, const size_t Nlq_pilot, const Real Nlq, const size_t qoi, const size_t lev, const bool compute_gradient, Real &grad_g) (defined in NonDMultilevelSampling)NonDMultilevelSamplinginlineprivatestatic
compute_densities(const RealRealPairArray &min_max_fns, bool prob_refinement=false, bool all_levels_computed=false)NonDprotected
compute_error_estimates(const IntRealMatrixMap &sum_Ql, const IntRealMatrixMap &sum_Qlm1, const IntIntPairRealMatrixMap &sum_QlQlm1, const Sizet2DArray &num_Q)NonDMultilevelSamplingprivate
compute_eval_ratios(RealMatrix &sum_L_shared, RealMatrix &sum_H, RealMatrix &sum_LL, RealMatrix &sum_LH, RealMatrix &sum_HH, Real cost_ratio, size_t lev, const SizetArray &N_shared, RealMatrix &var_H, RealMatrix &rho2_LH, RealVector &eval_ratios)NonDMultilevControlVarSamplingprivate
compute_eval_ratios(RealMatrix &sum_Ll, RealMatrix &sum_Llm1, RealMatrix &sum_Hl, RealMatrix &sum_Hlm1, RealMatrix &sum_Ll_Ll, RealMatrix &sum_Ll_Llm1, RealMatrix &sum_Llm1_Llm1, RealMatrix &sum_Hl_Ll, RealMatrix &sum_Hl_Llm1, RealMatrix &sum_Hlm1_Ll, RealMatrix &sum_Hlm1_Llm1, RealMatrix &sum_Hl_Hl, RealMatrix &sum_Hl_Hlm1, RealMatrix &sum_Hlm1_Hlm1, Real cost_ratio, size_t lev, const SizetArray &N_shared, RealMatrix &var_YHl, RealMatrix &rho_dot2_LH, RealVector &eval_ratios)NonDMultilevControlVarSamplingprivate
compute_grad_cov_meanl_vark(const Real cov_mean_var, const Real var_of_var, const Real var_of_sigma, const Real grad_var_of_var, const Real grad_var_of_sigma, const Real Nlq) (defined in NonDMultilevelSampling)NonDMultilevelSamplinginlineprivatestatic
compute_intervals(RealRealPairArray &extreme_fns)NonDSamplinginline
compute_intervals(const IntResponseMap &samples)NonDSamplinginline
compute_intervals(RealRealPairArray &extreme_fns, const IntResponseMap &samples)NonDSampling
compute_level_mappings(const IntResponseMap &samples)NonDSampling
compute_mc_estimator_variance(const RealVector &var_l, const SizetArray &N_l, RealVector &mc_est_var)NonDEnsembleSamplinginlineprotected
compute_mean(const RealVector &samples) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
compute_mean(const RealVector &samples, const bool compute_gradient, Real &grad) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
compute_mean(const RealVector &samples, const Real N) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
compute_mean(const RealVector &samples, const Real N, const bool compute_gradient, Real &grad) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
compute_mf_control(Real sum_L, Real sum_H, Real sum_LL, Real sum_LH, size_t N_shared, Real &beta)NonDEnsembleSamplinginlineprotected
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)NonDEnsembleSamplinginlineprotected
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)NonDEnsembleSamplinginlineprotected
compute_mf_correlation(Real sum_L, Real sum_H, Real sum_LL, Real sum_LH, Real sum_HH, size_t N_shared, Real &var_H, Real &rho2_LH)NonDMultilevControlVarSamplinginlineprivate
compute_ml_equivalent_cost(const SizetArray &raw_N_l, const RealVector &cost) (defined in NonDMultilevelSampling)NonDMultilevelSamplinginlineprivate
compute_ml_estimator_variance(const RealMatrix &var_Y, const Sizet2DArray &num_Y, RealVector &ml_est_var)NonDMultilevelSamplinginlineprotected
compute_mlmf_control(Real sum_Ll, Real sum_Llm1, Real sum_Hl, Real sum_Hlm1, Real sum_Ll_Ll, Real sum_Ll_Llm1, Real sum_Llm1_Llm1, Real sum_Hl_Ll, Real sum_Hl_Llm1, Real sum_Hlm1_Ll, Real sum_Hlm1_Llm1, Real sum_Hl_Hl, Real sum_Hl_Hlm1, Real sum_Hlm1_Hlm1, size_t N_shared, Real &var_YHl, Real &rho_dot2_LH, Real &beta_dot, Real &gamma)NonDMultilevControlVarSamplingprivate
compute_mlmf_control(const RealMatrix &sum_Ll, const RealMatrix &sum_Llm1, const RealMatrix &sum_Hl, const RealMatrix &sum_Hlm1, const RealMatrix &sum_Ll_Ll, const RealMatrix &sum_Ll_Llm1, const RealMatrix &sum_Llm1_Llm1, const RealMatrix &sum_Hl_Ll, const RealMatrix &sum_Hl_Llm1, const RealMatrix &sum_Hlm1_Ll, const RealMatrix &sum_Hlm1_Llm1, const RealMatrix &sum_Hl_Hl, const RealMatrix &sum_Hl_Hlm1, const RealMatrix &sum_Hlm1_Hlm1, const SizetArray &N_shared, size_t lev, RealVector &beta_dot, RealVector &gamma)NonDMultilevControlVarSamplinginlineprivate
compute_mlmf_equivalent_cost(const SizetArray &raw_N_hf, const RealVector &hf_cost, const SizetArray &raw_N_lf, const RealVector &lf_cost)NonDMultilevControlVarSamplinginlineprivate
compute_mlmf_estimator_variance(const RealMatrix &var_Y, const Sizet2DArray &num_Y, const RealMatrix &Lambda, RealVector &mlmf_est_var)NonDMultilevControlVarSamplinginlineprivate
compute_moment_confidence_intervals(const RealMatrix &moment_stats, RealMatrix &moment_conf_ints, const SizetArray &sample_counts, short moments_type)NonDSampling
compute_moment_gradients(const RealVectorArray &fn_samples, const RealMatrixArray &grad_samples, const RealMatrix &moment_stats, RealMatrix &moment_grads, short moments_type)NonDSampling
compute_moments(const IntRealMatrixMap &sum_Ql, const IntRealMatrixMap &sum_Qlm1, const IntIntPairRealMatrixMap &sum_QlQlm1, const Sizet2DArray &N_l) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivate
Dakota::NonDHierarchSampling::compute_moments(const RealVectorArray &fn_samples)NonDSamplinginline
Dakota::NonDHierarchSampling::compute_moments(const IntResponseMap &samples)NonDSamplinginline
Dakota::NonDHierarchSampling::compute_moments(const IntResponseMap &samples, RealMatrix &moment_stats, RealMatrix &moment_grads, RealMatrix &moment_conf_ints, short moments_type, const StringArray &labels)NonDSampling
Dakota::NonDHierarchSampling::compute_moments(const RealVectorArray &fn_samples, SizetArray &sample_counts, RealMatrix &moment_stats, short moments_type, const StringArray &labels)NonDSamplingstatic
Dakota::NonDHierarchSampling::compute_moments(const RealVectorArray &fn_samples, RealMatrix &moment_stats, short moments_type)NonDSamplingstatic
Dakota::NonDHierarchSampling::compute_moments(const RealMatrix &fn_samples, RealMatrix &moment_stats, short moments_type)NonDSamplingstatic
compute_sample_allocation_target(const RealMatrix &var_qoi, const RealVector &cost, const Sizet2DArray &N_actual, const SizetArray &N_alloc, SizetArray &delta_N_l)NonDMultilevelSamplingprivate
compute_sample_allocation_target(const IntRealMatrixMap &sum_Ql, const IntRealMatrixMap &sum_Qlm1, const IntIntPairRealMatrixMap &sum_QlQlm1, const RealVector &eps_sq_div_2_in, const RealMatrix &var_qoi, const RealVector &cost, const Sizet2DArray &N_pilot, const Sizet2DArray &N_online, const SizetArray &N_alloc, SizetArray &delta_N_l)NonDMultilevelSamplingprivate
compute_statistics(const RealMatrix &vars_samples, const IntResponseMap &resp_samples)NonDSampling
compute_std(const RealVector &samples) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
compute_std(const RealVector &samples, const bool compute_gradient, Real &grad) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
compute_std(const RealVector &samples, const Real N) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
compute_std(const RealVector &samples, const Real N, const bool compute_gradient, Real &grad) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
compute_vbd_stats(const size_t num_samples, const IntResponseMap &resp_samples)Analyzerprotected
compute_wilks_alpha(unsigned short order, int nsamples, Real beta, bool twosided=false)NonDSamplingstatic
compute_wilks_beta(unsigned short order, int nsamples, Real alpha, bool twosided=false)NonDSamplingstatic
compute_wilks_residual(unsigned short order, int nsamples, Real alpha, Real beta, bool twosided)NonDSamplingstatic
compute_wilks_sample_size(unsigned short order, Real alpha, Real beta, bool twosided=false)NonDSamplingstatic
computedGenRelLevelsNonDprotected
computedPDFAbscissasNonDprotected
computedPDFOrdinatesNonDprotected
computedProbLevelsNonDprotected
computedRelLevelsNonDprotected
computedRespLevelsNonDprotected
configure_cost(unsigned short num_steps, bool multilevel, RealVector &cost)NonDinlineprotected
configure_indices(unsigned short group, unsigned short form, size_t lev, short seq_type)NonDMultilevelSamplingprotected
configure_indices(size_t group, size_t form, size_t lev, short seq_type)NonDMultilevelSamplinginlineprotected
configure_sequence(size_t &num_steps, size_t &secondary_index, short &seq_type)NonDprotected
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)NonDprotected
convergence_tolerance(Real conv_tol)Iteratorinline
convergence_tolerance() constIteratorinline
convergenceTolIteratorprotected
convergenceTolTargetNonDMultilevelSamplingprivate
convergenceTolTypeNonDMultilevelSamplingprivate
convergenceTolVec (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivate
convert_moments(const RealMatrix &raw_mom, RealMatrix &final_mom)NonDEnsembleSamplingprotected
core_run()NonDMultilevControlVarSamplingprotectedvirtual
costMetadataIndicesNonDEnsembleSamplingprotected
cov_approximation_type (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivate
COV_BOOTSTRAP enum value (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivate
COV_CORRLIFT enum value (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivate
COV_PEARSON enum value (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivate
cv_raw_moments(IntRealMatrixMap &sum_L_shared, IntRealMatrixMap &sum_H, IntRealMatrixMap &sum_LL, IntRealMatrixMap &sum_LH, const SizetArray &N_shared, IntRealMatrixMap &sum_L_refined, const SizetArray &N_refined, size_t lev, RealMatrix &H_raw_mom)NonDMultilevControlVarSamplingprivate
cv_raw_moments(IntRealMatrixMap &sum_Ll, IntRealMatrixMap &sum_Llm1, IntRealMatrixMap &sum_Hl, IntRealMatrixMap &sum_Hlm1, IntRealMatrixMap &sum_Ll_Ll, IntRealMatrixMap &sum_Ll_Llm1, IntRealMatrixMap &sum_Llm1_Llm1, IntRealMatrixMap &sum_Hl_Ll, IntRealMatrixMap &sum_Hl_Llm1, IntRealMatrixMap &sum_Hlm1_Ll, IntRealMatrixMap &sum_Hlm1_Llm1, IntRealMatrixMap &sum_Hl_Hl, IntRealMatrixMap &sum_Hl_Hlm1, IntRealMatrixMap &sum_Hlm1_Hlm1, const SizetArray &N_shared, IntRealMatrixMap &sum_Ll_refined, IntRealMatrixMap &sum_Llm1_refined, const SizetArray &N_refined, size_t lev, RealMatrix &H_raw_mom)NonDMultilevControlVarSamplingprivate
declare_sources()Iteratorvirtual
delegateMethodNonDMultilevControlVarSamplingprivate
deltaEquivHFNonDEnsembleSamplingprotected
derived_free_communicators(ParLevLIter pl_iter)Iteratorvirtual
derived_init_communicators(ParLevLIter pl_iter)Iteratorprotectedvirtual
derived_set_communicators(ParLevLIter pl_iter)NonDprotectedvirtual
differ(size_t N_alloc_ij, const SizetArray &N_actual_ij) constNonDinlineprotected
differ(const SizetArray &N_alloc_i, const Sizet2DArray &N_actual_i) constNonDinlineprotected
differ(const Sizet2DArray &N_alloc, const Sizet3DArray &N_actual) constNonDinlineprotected
discrepancy_sample_counts() constNonDMultilevControlVarSamplinginlineprotectedvirtual
distribute_levels(RealVectorArray &levels, bool ascending=true)NonDprivate
epistemicStatsNonDprotected
equivHFEvalsNonDEnsembleSamplingprotected
estimate_partition_bounds()Iteratorvirtual
estimator_accuracy_metric() (defined in NonDHierarchSampling)NonDHierarchSamplinginlineprotectedvirtual
estimator_cost_metric()NonDEnsembleSamplinginlineprotected
estVarNonDMultilevelSamplingprotected
estvar_ratios_to_avg_estvar(const RealVector &estvar_ratios, const RealVector &var_H, const SizetArray &N_H, Real &avg_est_var)NonDEnsembleSamplinginlineprotected
estVarIter0NonDEnsembleSamplingprotected
eval_tag_prefix(const String &eval_id_str)Iteratorvirtual
evaluate_levels(IntRealMatrixMap &sum_Ql, IntRealMatrixMap &sum_Qlm1, IntIntPairRealMatrixMap &sum_QlQlm1, RealVector &cost, Sizet2DArray &N_actual_pilot, Sizet2DArray &N_actual_online, SizetArray &N_alloc_pilot, SizetArray &N_alloc_online, SizetArray &delta_N_l, RealMatrix &var_Y, RealMatrix &var_qoi, RealVector &eps_sq_div_2, bool increment_cost, bool pilot_estvar)NonDMultilevelSamplingprivate
evaluate_ml_sample_increment(String prepend, unsigned short step)NonDMultilevelSamplingprotected
evaluate_parameter_sets(Model &model, bool log_resp_flag, bool log_best_flag)Analyzerprotected
evaluate_pilot(RealVector &hf_cost, RealVector &lf_cost, RealVectorArray &eval_ratios, RealMatrix &Lambda, RealMatrix &var_YH, SizetArray &N_alloc, Sizet2DArray &N_actual, RealVector &hf_targets, bool accumulate_cost, bool pilot_estvar)NonDMultilevControlVarSamplingprivate
evaluationsDBIteratorprotected
evaluationsDBStateIteratorprotected
exact_var_of_sigma_problem18(const RealVector &Nl) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
exact_var_of_var_problem18(const RealVector &Nl) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
execNumIteratorprivate
export_all_samples(String root_prepend, const Model &model, size_t iter, size_t step)NonDEnsembleSamplingprotected
export_final_surrogates(Model &data_fit_surr_model)Iteratorprotected
exportSampleSetsNonDEnsembleSamplingprotected
exportSamplesFormatNonDEnsembleSamplingprotected
exportSurrogateIteratorprotected
extremeValuesNonDSamplingprotected
final_moments_type() constNonDinline
final_moments_type(short type)NonDinline
finalize_run()NonDinlineprotectedvirtual
finalMomentsTypeNonDprotected
finalStatErrorsNonDSamplingprotected
finalStatisticsNonDprotected
finalStatsTypeNonDEnsembleSamplingprotected
free_communicators(ParLevLIter pl_iter)Iterator
functionMomentsComputedNonDSamplingprotected
get_iterator(ProblemDescDB &problem_db)Iteratorprivate
get_iterator(ProblemDescDB &problem_db, Model &model)Iteratorprivate
get_iterator(const String &method_string, Model &model)Iteratorprivate
get_parameter_sets(Model &model)NonDSamplinginlineprotectedvirtual
get_parameter_sets(Model &model, const size_t num_samples, RealMatrix &design_matrix)NonDSamplinginlineprotectedvirtual
get_parameter_sets(Model &model, const size_t num_samples, RealMatrix &design_matrix, bool write_msg)NonDSamplingprotected
get_parameter_sets(const RealVector &lower_bnds, const RealVector &upper_bnds)NonDSamplingprotected
get_parameter_sets(const RealVector &means, const RealVector &std_devs, const RealVector &lower_bnds, const RealVector &upper_bnds, RealSymMatrix &correl)NonDSamplingprotected
get_vbd_parameter_sets(Model &model, size_t num_samples)Analyzerprotected
get_wilks_alpha_max() (defined in NonDSampling)NonDSamplinginlinestatic
get_wilks_alpha_min()NonDSamplinginlinestatic
get_wilks_beta_max() (defined in NonDSampling)NonDSamplinginlinestatic
get_wilks_beta_min() (defined in NonDSampling)NonDSamplinginlinestatic
gnewton_set_recast(const Variables &recast_vars, const ActiveSet &recast_set, ActiveSet &sub_model_set)Iteratorprotectedstatic
homogeneous(const SizetArray &N_l) constNonDinlineprivate
increment_ml_equivalent_cost(size_t new_N_l, Real lev_cost, Real ref_cost, Real &equiv_hf)NonDMultilevelSamplinginlineprotected
increment_mlmf_equivalent_cost(size_t new_N_hf, Real hf_lev_cost, size_t new_N_lf, Real lf_lev_cost, Real hf_ref_cost, Real &equiv_hf)NonDMultilevControlVarSamplinginlineprivate
increment_samples(SizetArray &N_l, size_t incr)NonDEnsembleSamplinginlineprotected
increment_samples(Sizet2DArray &N_l, const SizetArray &incr)NonDEnsembleSamplinginlineprotected
inflate_approx_samples(const ArrayType &N_l, bool multilev, size_t secondary_index, std::vector< ArrayType > &N_l_vec)NonDprotected
inflate_sequence_samples(const ArrayType &N_l, bool multilev, size_t secondary_index, std::vector< ArrayType > &N_l_vec)NonDprotected
init_communicators(ParLevLIter pl_iter)Iterator
initial_point(const Variables &pt)Iteratorvirtual
initial_point(const RealVector &pt)Iteratorvirtual
initial_points(const VariablesArray &pts)Iteratorvirtual
initial_points() constIteratorprotectedvirtual
initialize_counts()NonDprivate
initialize_final_statistics()NonDEnsembleSamplingprotectedvirtual
initialize_graphics(int iterator_server_id=1)Iteratorvirtual
initialize_iterator(int job_index)Iteratorvirtual
initialize_level_mappings()NonDprotected
initialize_ml_Qsums(IntRealMatrixMap &sum_Ql, IntRealMatrixMap &sum_Qlm1, IntIntPairRealMatrixMap &sum_QlQlm1, size_t num_lev)NonDMultilevelSamplingprivate
initialize_mlmf_sums(IntRealMatrixMap &sum_L_shared, IntRealMatrixMap &sum_L_refined, IntRealMatrixMap &sum_H, IntRealMatrixMap &sum_LL, IntRealMatrixMap &sum_LH, IntRealMatrixMap &sum_HH, size_t num_ml_lev, size_t num_cv_lev)NonDMultilevControlVarSamplingprivate
initialize_mlmf_sums(IntRealMatrixMap &sum_Ll, IntRealMatrixMap &sum_Llm1, IntRealMatrixMap &sum_Ll_refined, IntRealMatrixMap &sum_Llm1_refined, IntRealMatrixMap &sum_Hl, IntRealMatrixMap &sum_Hlm1, IntRealMatrixMap &sum_Ll_Ll, IntRealMatrixMap &sum_Ll_Llm1, IntRealMatrixMap &sum_Llm1_Llm1, IntRealMatrixMap &sum_Hl_Ll, IntRealMatrixMap &sum_Hl_Llm1, IntRealMatrixMap &sum_Hlm1_Ll, IntRealMatrixMap &sum_Hlm1_Llm1, IntRealMatrixMap &sum_Hl_Hl, IntRealMatrixMap &sum_Hl_Hlm1, IntRealMatrixMap &sum_Hlm1_Hlm1, size_t num_ml_lev, size_t num_cv_lev)NonDMultilevControlVarSamplingprivate
initialize_model_graphics(Model &model, int iterator_server_id)Iteratorprotected
initialize_response_covariance()NonDprotectedvirtual
initialize_run()NonDinlineprotectedvirtual
initialize_sample_driver(bool write_message, size_t num_samples)NonDSamplingprotected
is_null() constIteratorinline
iterated_model(const Model &model)Iteratorinline
iterated_model()Iteratorinline
iteratedModelIteratorprotected
Iterator(std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))Iterator
Iterator(ProblemDescDB &problem_db, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))Iterator
Iterator(ProblemDescDB &problem_db, Model &model, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))Iterator
Iterator(const String &method_string, Model &model, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))Iterator
Iterator(const Iterator &iterator)Iterator
Iterator(BaseConstructor, ProblemDescDB &problem_db, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))Iteratorprotected
Iterator(NoDBBaseConstructor, unsigned short method_name, Model &model, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))Iteratorprotected
Iterator(NoDBBaseConstructor, unsigned short method_name, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))Iteratorprotected
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()))Iteratorprotected
iterator_rep() constIteratorinline
iteratorRepIteratorprivate
level_cost(const RealVector &cost, size_t step)NonDMultilevelSamplinginlineprotected
level_mappings_file(size_t fn_index, const String &qoi_label) constNonDprivate
levQoisamplesmatrixMap (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivate
lf_increment(const RealVector &eval_ratios, const SizetArray &N_lf, Real hf_target, RealVector &lf_targets, size_t iter, size_t lev)NonDMultilevControlVarSamplingprivate
lf_increment(const RealVector &eval_ratios, size_t N_lf, Real hf_target, Real &lf_target, size_t iter, size_t lev)NonDMultilevControlVarSamplingprivate
lf_perform_samples(size_t iter, size_t lev)NonDMultilevControlVarSamplingprivate
lhsDriverNonDSamplingprotected
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)Iteratorvirtual
load_pilot_sample(const SizetArray &pilot_spec, size_t num_steps, SizetArray &delta_N_l)NonDprotected
load_pilot_sample(const SizetArray &pilot_spec, short seq_type, const Sizet3DArray &N_l, Sizet2DArray &delta_N_l)NonDprotected
maxEvalConcurrencyIteratorprotected
maxFunctionEvalsIteratorprotected
maximum_evaluation_concurrency() constIteratorinline
maximum_evaluation_concurrency(int max_conc)Iteratorinline
maximum_iterations() constIteratorinline
maximum_iterations(size_t max_iter)Iteratorinline
maxIterationsIteratorprotected
method_enum_to_string(unsigned short method_enum) constIterator
method_id() constIteratorinline
method_name(unsigned short m_name)Iteratorinline
method_name() constIteratorinline
method_recourse()Iteratorvirtual
method_string(const String &m_str)Iteratorinline
method_string() constIteratorinline
method_string_to_enum(const String &method_str) constIterator
methodIdIteratorprivate
methodNameIteratorprotected
methodPCIterIteratorprotected
methodPCIterMapIteratorprivate
methodTraitsIteratorprotected
miPLIndexNonDprotected
ml_raw_moments(const RealMatrix &sum_H1, const RealMatrix &sum_H2, const RealMatrix &sum_H3, const RealMatrix &sum_H4, const Sizet2DArray &N_hf, size_t start, size_t end, RealMatrix &ml_raw_mom)NonDMultilevelSamplinginlineprotected
mlmfIterNonDEnsembleSamplingprotected
mode_bits(const Variables &vars, BitArray &active_vars, BitArray &active_corr) constNonDSamplingprotected
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) constNonDSamplingprotected
momentCIsNonDSamplingprivate
momentGradsNonDSamplingprotected
momentStatsNonDprotected
multilevel_control_variate_mc_offline_pilot()NonDMultilevControlVarSamplingprivate
multilevel_control_variate_mc_pilot_projection()NonDMultilevControlVarSamplingprivate
multilevel_control_variate_mc_Qcorr()NonDMultilevControlVarSamplingprivate
multilevel_mc_offline_pilot()NonDMultilevelSamplingprivate
multilevel_mc_pilot_projection()NonDMultilevelSamplingprivate
multilevel_mc_Qsum()NonDMultilevelSamplingprivate
myModelLayersIteratorprotected
nested_response_mappings(const RealMatrix &primary_coeffs, const RealMatrix &secondary_coeffs)NonDMultilevelSamplinginlineprotectedvirtual
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)Iteratorvirtual
NLevActualNonDEnsembleSamplingprotected
NLevAllocNonDEnsembleSamplingprotected
no_spec_id()Iteratorprivatestatic
NonD(ProblemDescDB &problem_db, Model &model)NonDprotected
NonD(unsigned short method_name, Model &model)NonDprotected
NonD(unsigned short method_name, Model &model, const ShortShortPair &approx_view)NonDprotected
NonD(unsigned short method_name, const RealVector &lower_bnds, const RealVector &upper_bnds)NonDprotected
NonDEnsembleSampling(ProblemDescDB &problem_db, Model &model)NonDEnsembleSampling
NonDHierarchSampling(ProblemDescDB &problem_db, Model &model)NonDHierarchSampling
nondInstanceNonDprotectedstatic
NonDMultilevControlVarSampling(ProblemDescDB &problem_db, Model &model)NonDMultilevControlVarSampling
NonDMultilevelSampling(ProblemDescDB &problem_db, Model &model)NonDMultilevelSampling
nonDSampCorrNonDSamplingprotected
NonDSampling(Model &model, const RealMatrix &sample_matrix)NonDSampling
NonDSampling(ProblemDescDB &problem_db, Model &model)NonDSamplingprotected
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)NonDSamplingprotected
NonDSampling(unsigned short sample_type, size_t samples, int seed, const String &rng, const RealVector &lower_bnds, const RealVector &upper_bnds)NonDSamplingprotected
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)NonDSamplingprotected
nonlinear_constraints(const RealVector &nln_ineq_lb, const RealVector &nln_ineq_ub, const RealVector &nln_eq_tgt)Iteratorvirtual
noSpecIdNumIteratorprivatestatic
NTargetQoINonDMultilevelSamplingprivate
num_final_solutions() constIteratorinline
num_final_solutions(size_t num_final)Iteratorinline
num_samples() constNonDSamplinginlineprotectedvirtual
numCAUVNonDprotected
numContinuousVarsAnalyzerprotected
numDiscreteIntVarsAnalyzerprotected
numDiscreteRealVarsAnalyzerprotected
numDiscreteStringVarsAnalyzerprotected
numFinalSolutionsIteratorprotected
numFunctionsAnalyzerprotected
numLHSRunsNonDSamplingprotected
numLSqTermsAnalyzerprotected
numObjFnsAnalyzerprotected
numSamplesNonDSamplingprotected
numStepsNonDEnsembleSamplingprotected
one_sided_delta(Real current, Real target)NonDinlineprotected
one_sided_delta(const SizetArray &current, const RealVector &targets, size_t power)NonDinlineprotected
one_sided_delta(const SizetArray &current, Real target, size_t power)NonDinlineprotected
onlineCostNonDEnsembleSamplingprotected
operator=(const Iterator &iterator)Iterator
output_level(short out_lev)Iteratorinline
output_level() constIteratorinline
outputLevelIteratorprotected
pack_parameters_buffer(MPIPackBuffer &send_buffer, int job_index)Iteratorvirtual
pack_results_buffer(MPIPackBuffer &send_buffer, int job_index)Iteratorvirtual
parallel_configuration_iterator(ParConfigLIter pc_iter)Iteratorinline
parallel_configuration_iterator() constIteratorinline
parallel_configuration_iterator_map(std::map< size_t, ParConfigLIter > pci_map)Iteratorinline
parallel_configuration_iterator_map() constIteratorinline
parallel_library() constIteratorinline
parallelLibIteratorprotected
pdf_output() constNonDinline
pdf_output(bool output)NonDinline
pdfComputedNonDprotected
pdfOutputNonDprotected
pilotMgmtModeNonDEnsembleSamplingprotected
pilotSamplesNonDEnsembleSamplingprotected
post_input()Iteratorvirtual
post_run(std::ostream &s)NonDEnsembleSamplingprotectedvirtual
pre_output()Analyzerprotectedvirtual
pre_run()NonDMultilevControlVarSamplingprotectedvirtual
prevNondInstanceNonDprotected
print_densities(std::ostream &s) constNonDinlineprotected
print_densities(std::ostream &s, String qoi_type, const StringArray &pdf_labels) constNonDprotected
print_intervals(std::ostream &s) constNonDSamplinginline
print_intervals(std::ostream &s, String qoi_type, const StringArray &interval_labels) constNonDSampling
print_level_map(std::ostream &s, size_t fn_index, const String &qoi_label) constNonDprivate
print_level_mappings(std::ostream &s) constNonDinline
print_level_mappings(std::ostream &s, String qoi_type, const StringArray &qoi_labels) constNonD
print_level_mappings(std::ostream &s, const RealVector &level_maps, bool moment_offset, const String &prepend="")NonD
print_moments(std::ostream &s) constNonDSamplinginline
print_moments(std::ostream &s, String qoi_type, const StringArray &moment_labels) constNonDSamplinginline
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)NonDSamplingstatic
print_multilevel_discrepancy_summary(std::ostream &s, const SizetArray &N_m)NonDprotected
print_multilevel_discrepancy_summary(std::ostream &s, const SizetArray &N_m, const SizetArray &N_mp1)NonDprotected
print_multilevel_discrepancy_summary(std::ostream &s, const Sizet2DArray &N_m)NonDprotected
print_multilevel_discrepancy_summary(std::ostream &s, const Sizet2DArray &N_m, const Sizet2DArray &N_mp1)NonDprotected
print_multilevel_evaluation_summary(std::ostream &s, const SizetArray &N_m)NonDprotected
print_multilevel_evaluation_summary(std::ostream &s, const Sizet2DArray &N_m)NonDprotected
print_multilevel_model_summary(std::ostream &s, const std::vector< ArrayType > &N_samp, String type, short seq_type, bool discrep_flag)NonDprotected
print_multilevel_row(std::ostream &s, const SizetArray &N_j)NonDprivate
print_multilevel_row(std::ostream &s, const SizetArray &N_j, const SizetArray &N_jp1)NonDprivate
print_results(std::ostream &s, short results_state=FINAL_RESULTS)NonDEnsembleSamplingprotectedvirtual
print_sobol_indices(std::ostream &s) constAnalyzerprotected
print_statistics(std::ostream &s) constNonDSampling
print_system_mappings(std::ostream &s) constNonDprotected
print_tolerance_intervals_statistics(std::ostream &s) constNonDSampling
print_variance_reduction(std::ostream &s) (defined in NonDMultilevControlVarSampling)NonDMultilevControlVarSamplingprotectedvirtual
print_wilks_stastics(std::ostream &s) constNonDSampling
probDescDBIteratorprotected
problem_description_db() constIteratorinline
project_mc_estimator_variance(const RealVector &var_l, const SizetArray &N_l, size_t new_samp, RealVector &mc_est_var)NonDEnsembleSamplinginlineprotected
pull_level_mappings(RealVector &level_maps, size_t offset)NonDprotected
push_level_mappings(const RealVector &level_maps, size_t offset)NonDprotected
qoiAggregationNonDMultilevelSamplingprivate
query_cost(unsigned short num_steps, bool multilevel, RealVector &cost)NonDprotected
query_cost(unsigned short num_steps, Model &model, RealVector &cost)NonDprotected
random_number_generator() constNonDSamplinginline
random_seed(int seed)NonDSamplinginlineprotectedvirtual
randomSeedNonDSamplingprotected
randomSeedSeqSpecNonDEnsembleSamplingprotected
read_variables_responses(int num_evals, size_t num_vars)Analyzerprotected
recast_model_view(const ShortShortPair &view_override)Analyzerprivate
recover_paired_online_cost(RealVector &seq_cost, size_t step)NonDHierarchSamplinginlineprotected
recover_variance(const RealMatrix &moment_stats, RealVector &var_H)NonDMultilevelSamplinginlineprotected
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)NonD
requestedGenRelLevelsNonDprotected
requestedProbLevelsNonDprotected
requestedRelLevelsNonDprotected
requestedRespLevelsNonDprotected
reset()Iteratorvirtual
reset_ml_Qsums(IntRealMatrixMap &sum_Ql, IntRealMatrixMap &sum_Qlm1, IntIntPairRealMatrixMap &sum_QlQlm1)NonDMultilevelSamplingprivate
resize()NonDEnsembleSamplingvirtual
resize_active_set()NonDEnsembleSamplinginlineprotected
resize_communicators(ParLevLIter pl_iter, bool reinit_comms)Iterator
resize_final_statistics_gradients()NonDprotected
respLevelTargetNonDprotected
respLevelTargetReduceNonDprotected
response_array_results()Analyzerinlineprotectedvirtual
response_error_estimates() constNonDSamplinginlineprotectedvirtual
response_results() constNonDinlineprotectedvirtual
response_results_active_set(const ActiveSet &set)NonDinlineprotectedvirtual
resultsDBIteratorprotected
resultsNamesIteratorprotected
returns_multiple_points() constAnalyzerinlineprotectedvirtual
rngNameNonDSamplingprotected
run(ParLevLIter pl_iter)Iterator
run()Iterator
run_identifier() constIteratorprotected
S4Analyzerprivate
sample_to_cv(const Real *sample_vars, Variables &vars, size_t &acv_index, size_t num_acv, size_t &samp_index)NonDSamplinginlineprivate
sample_to_cv_type(const Real *sample_vars, Variables &vars, size_t &cv_index, size_t num_cv, size_t &div_index, size_t num_div, size_t &dsv_index, size_t num_dsv, size_t &drv_index, size_t num_drv, size_t &samp_index)NonDSamplinginlineprivate
sample_to_div(const Real *sample_vars, Variables &vars, size_t &adiv_index, size_t num_adiv, size_t &samp_index)NonDSamplinginlineprivate
sample_to_drv(const Real *sample_vars, Variables &vars, size_t &adrv_index, size_t num_adrv, size_t &samp_index)NonDSamplinginlineprivate
sample_to_dsv(const Real *sample_vars, Variables &vars, size_t &adsv_index, size_t num_adsv, size_t &samp_index, const StringSetArray &dss_values)NonDSamplinginlineprivate
sample_to_type(const Real *sample_vars, Variables &vars, size_t &cv_index, size_t num_cv, size_t &div_index, size_t num_div, size_t &dsv_index, size_t num_dsv, size_t &drv_index, size_t num_drv, size_t &samp_index, Model &model)NonDSamplinginlineprivate
sample_to_variables(const Real *sample_vars, Variables &vars)NonDSamplinginlineprotectedvirtual
sample_to_variables(const Real *sample_vars, Variables &vars, Model &model)NonDSamplingprivate
sampleRanksNonDSamplingprotected
sampleRanksModeNonDSamplingprotected
samples_to_variables_array(const RealMatrix &sample_matrix, VariablesArray &vars_array)Analyzerprotected
samplesIncrementNonDSamplingprotected
samplesRefNonDSamplingprotected
samplesSpecNonDSamplingprotected
sampleTypeNonDSamplingprotected
sampling_increment()Iteratorvirtual
sampling_reference(size_t samples_ref)NonDSamplinginlineprotectedvirtual
sampling_reset(size_t min_samples, bool all_data_flag, bool stats_flag)NonDSamplinginlineprotectedvirtual
sampling_scheme() constNonDSamplinginlinevirtual
samplingVarsModeNonDSamplingprotected
scalarizationCoeffsNonDMultilevelSamplingprivate
secondaryIndexNonDEnsembleSamplingprotected
seed_sequence(size_t index)NonDEnsembleSamplinginlineprotected
seed_updated()NonDEnsembleSamplinginlineprotectedvirtual
seedIndexNonDEnsembleSamplingprivate
seedSpecNonDSamplingprotected
seq_index (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivate
sequenceCostNonDEnsembleSamplingprotected
sequenceTypeNonDEnsembleSamplingprotected
set_communicators(ParLevLIter pl_iter)Iterator
set_convergence_tol(const RealVector &estimator_var0_qoi, const RealVector &cost, RealVector &eps_sq_div_2_qoi)NonDMultilevelSamplinginlineprivate
startCAUVNonDprotected
statsFlagNonDSamplingprotected
stdRegressionCoeffsNonDSamplingprotected
store_evaluations(const size_t step)NonDMultilevelSamplingprivate
storeEvals (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivate
sub_iterator_flag(bool si_flag)Iterator
sub_optimizer_select(unsigned short requested_sub_method, unsigned short default_sub_method=SUBMETHOD_NPSOL)NonDprotected
subIteratorFlagIteratorprotected
submethod_enum_to_string(unsigned short submethod_enum) constIterator
sum(const Real *vec, size_t vec_len) constNonDEnsembleSamplinginlineprotected
summary_output(bool summary_output_flag)Iteratorinline
summaryOutputFlagIteratorprotected
surrExportFormatIteratorprotected
surrExportPrefixIteratorprotected
T4Analyzerprivate
target_cost_constraint_eval_npsol(int &mode, int &m, int &n, int &ldJ, int *needc, double *x, double *g, double *grad_g, int &nstate) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_cost_constraint_eval_optpp(int mode, int n, const RealVector &x, RealVector &g, RealMatrix &grad_g, int &result_mode) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_cost_objective_eval_npsol(int &mode, int &n, double *x, double &f, double *gradf, int &nstate)NonDMultilevelSamplingprivatestatic
target_cost_objective_eval_optpp(int mode, int n, const RealVector &x, double &f, RealVector &grad_f, int &result_mode)NonDMultilevelSamplingprivatestatic
target_scalarization_constraint_eval_logscale_npsol(int &mode, int &m, int &n, int &ldJ, int *needc, double *x, double *g, double *grad_g, int &nstate) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_scalarization_constraint_eval_logscale_optpp(int mode, int n, const RealVector &x, RealVector &g, RealMatrix &grad_g, int &result_mode) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_scalarization_constraint_eval_npsol(int &mode, int &m, int &n, int &ldJ, int *needc, double *x, double *g, double *grad_g, int &nstate) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_scalarization_constraint_eval_optpp(int mode, int n, const RealVector &x, RealVector &g, RealMatrix &grad_g, int &result_mode) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_scalarization_objective_eval_logscale_npsol(int &mode, int &n, double *x, double &f, double *gradf, int &nstate) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_scalarization_objective_eval_logscale_optpp(int mode, int n, const RealVector &x, double &f, RealVector &grad_f, int &result_mode) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_scalarization_objective_eval_npsol(int &mode, int &n, double *x, double &f, double *gradf, int &nstate) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_scalarization_objective_eval_optpp(int mode, int n, const RealVector &x, double &f, RealVector &grad_f, int &result_mode) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_scalarization_objective_eval_optpp_fd(int mode, int n, const RealVector &x, double &f, int &result_mode) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_sigma_constraint_eval_logscale_npsol(int &mode, int &m, int &n, int &ldJ, int *needc, double *x, double *g, double *grad_g, int &nstate) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_sigma_constraint_eval_logscale_optpp(int mode, int n, const RealVector &x, RealVector &g, RealMatrix &grad_g, int &result_mode) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_sigma_constraint_eval_npsol(int &mode, int &m, int &n, int &ldJ, int *needc, double *x, double *g, double *grad_g, int &nstate) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_sigma_constraint_eval_optpp(int mode, int n, const RealVector &x, RealVector &g, RealMatrix &grad_g, int &result_mode) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_sigma_constraint_eval_optpp_problem18(int mode, int n, const RealVector &x, RealVector &g, RealMatrix &grad_g, int &result_mode) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_sigma_objective_eval_logscale_npsol(int &mode, int &n, double *x, double &f, double *gradf, int &nstate) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_sigma_objective_eval_logscale_optpp(int mode, int n, const RealVector &x, double &f, RealVector &grad_f, int &result_mode) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_sigma_objective_eval_npsol(int &mode, int &n, double *x, double &f, double *gradf, int &nstate) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_sigma_objective_eval_optpp(int mode, int n, const RealVector &x, double &f, RealVector &grad_f, int &result_mode) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_var_constraint_eval_logscale_npsol(int &mode, int &m, int &n, int &ldJ, int *needc, double *x, double *g, double *grad_g, int &nstate) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_var_constraint_eval_logscale_optpp(int mode, int n, const RealVector &x, RealVector &g, RealMatrix &grad_g, int &result_mode) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_var_constraint_eval_npsol(int &mode, int &m, int &n, int &ldJ, int *needc, double *x, double *g, double *grad_g, int &nstate) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_var_constraint_eval_optpp(int mode, int n, const RealVector &x, RealVector &g, RealMatrix &grad_g, int &result_mode) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_var_constraint_eval_optpp_problem18(int mode, int n, const RealVector &x, RealVector &g, RealMatrix &grad_g, int &result_mode) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_var_objective_eval_logscale_npsol(int &mode, int &n, double *x, double &f, double *gradf, int &nstate) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_var_objective_eval_logscale_optpp(int mode, int n, const RealVector &x, double &f, RealVector &grad_f, int &result_mode) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_var_objective_eval_npsol(int &mode, int &n, double *x, double &f, double *gradf, int &nstate) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_var_objective_eval_optpp(int mode, int n, const RealVector &x, double &f, RealVector &grad_f, int &result_mode) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
tiConfidenceLevelNonDSamplingprotected
tiCoverageNonDSamplingprotected
tiDeltaMultiplicativeFactor (defined in NonDSampling)NonDSamplingprotected
tiDstienMus (defined in NonDSampling)NonDSamplingprotected
tiDstienSigmas (defined in NonDSampling)NonDSamplingprotected
tiNumValidSamples (defined in NonDSampling)NonDSamplingprotected
tiSampleSigmas (defined in NonDSampling)NonDSamplingprotected
toleranceIntervalsFlagNonDSamplingprotected
top_level()Iterator
top_level(bool tflag)Iterator
topLevelIteratorprotected
totalLevelRequestsNonDprotected
traits() constIteratorinline
transform_samples(Model &src_model, Model &tgt_model, bool x_to_u=true)NonDSamplinginline
transform_samples(Pecos::ProbabilityTransformation &nataf, bool x_to_u=true)NonDSamplinginline
transform_samples(Pecos::ProbabilityTransformation &nataf, RealMatrix &sample_matrix, bool x_to_u=true)NonDSamplinginline
transform_samples(Pecos::ProbabilityTransformation &nataf, RealMatrix &sample_matrix, SizetMultiArrayConstView src_cv_ids, SizetMultiArrayConstView tgt_cv_ids, bool x_to_u=true)NonDSampling
unbiased_mean_product_pair(const Real sumQ1, const Real sumQ2, const Real sumQ1Q2, const size_t Nlq)NonDMultilevelSamplinginlineprivatestatic
unbiased_mean_product_pairpair(const Real sumQ1, const Real sumQ2, const Real sumQ1Q2, const Real sumQ1sq, const Real sumQ2sq, const Real sumQ1sqQ2, const Real sumQ1Q2sq, const Real sumQ1sqQ2sq, const size_t Nlq)NonDMultilevelSamplinginlineprivatestatic
unbiased_mean_product_triplet(const Real sumQ1, const Real sumQ2, const Real sumQ3, const Real sumQ1Q2, const Real sumQ1Q3, const Real sumQ2Q3, const Real sumQ1Q2Q3, const size_t Nlq)NonDMultilevelSamplinginlineprivatestatic
uncentered_to_centered(Real rm1, Real rm2, Real rm3, Real rm4, Real &cm1, Real &cm2, Real &cm3, Real &cm4, size_t Nlq)NonDEnsembleSamplinginlineprotectedstatic
uncentered_to_centered(Real rm1, Real rm2, Real rm3, Real rm4, Real &cm1, Real &cm2, Real &cm3, Real &cm4)NonDEnsembleSamplinginlineprotectedstatic
unpack_parameters_buffer(MPIUnpackBuffer &recv_buffer, int job_index)Iteratorvirtual
unpack_parameters_initialize(MPIUnpackBuffer &recv_buffer, int job_index)Iteratorvirtual
unpack_results_buffer(MPIUnpackBuffer &recv_buffer, int job_index)Iteratorvirtual
update_aleatory_final_statistics()NonDprotected
update_best(const Variables &vars, int eval_id, const Response &response)Analyzerprivate
update_best(const Real *sample_c_vars, int eval_id, const Response &response)Analyzerprivate
update_final_statistics()NonDEnsembleSamplingprotectedvirtual
update_from_model(const Model &model)Analyzerprotectedvirtual
update_local_results(int job_index)Iteratorvirtual
update_model_from_sample(Model &model, const Real *sample_vars)NonDSamplinginlineprotectedvirtual
update_model_from_variables(Model &model, const Variables &vars)Analyzerprotectedvirtual
update_projected_lf_samples(const RealVector &hf_targets, const RealVectorArray &eval_ratios, const RealVector &hf_cost, const Sizet2DArray &N_actual_lf, SizetArray &N_alloc_lf, const RealVector &lf_cost, Real &delta_equiv_hf)NonDMultilevControlVarSamplingprivate
update_projected_samples(const RealVector &hf_targets, const RealVectorArray &eval_ratios, const Sizet2DArray &N_actual_hf, SizetArray &N_alloc_hf, const RealVector &hf_cost, const Sizet2DArray &N_actual_lf, SizetArray &N_alloc_lf, const RealVector &lf_cost, SizetArray &delta_N_actual_hf, Real &delta_equiv_hf)NonDMultilevControlVarSamplingprivate
update_system_final_statistics()NonDprotected
update_system_final_statistics_gradients()NonDprotected
user_auto_id()Iteratorprivatestatic
uses_method() constIteratorvirtual
useTargetVarianceOptimizationFlagNonDMultilevelSamplingprivate
valid_cost_values(const RealVector &cost)NonDprotected
var_lev_l(Real sum_Ql, Real sum_Qlm1, Real sum_QlQl, Real sum_Qlm1Qlm1, size_t Nlq) (defined in NonDMultilevelSampling)NonDMultilevelSamplinginlineprivate
var_lev_l_static(Real sum_Ql, Real sum_Qlm1, Real sum_QlQl, Real sum_Qlm1Qlm1, size_t Nlq_pilot, size_t Nlq, bool compute_gradient, Real &grad) (defined in NonDMultilevelSampling)NonDMultilevelSamplinginlineprivatestatic
var_of_var_ml_l(const IntRealMatrixMap &sum_Ql, const IntRealMatrixMap &sum_Qlm1, const IntIntPairRealMatrixMap &sum_QlQlm1, const size_t Nlq_pilot, const Real Nlq, const size_t qoi, const size_t lev, const bool compute_gradient, Real &grad_g) (defined in NonDMultilevelSampling)NonDMultilevelSamplinginlineprivatestatic
var_of_var_ml_l0(const IntRealMatrixMap &sum_Ql, const IntRealMatrixMap &sum_Qlm1, const IntIntPairRealMatrixMap &sum_QlQlm1, const size_t Nlq_pilot, const Real Nlq, const size_t qoi, const bool compute_gradient, Real &grad_g) (defined in NonDMultilevelSampling)NonDMultilevelSamplinginlineprivatestatic
var_of_var_ml_lmax(const IntRealMatrixMap &sum_Ql, const IntRealMatrixMap &sum_Qlm1, const IntIntPairRealMatrixMap &sum_QlQlm1, const size_t Nlq_pilot, const Real Nlq, const size_t qoi, const bool compute_gradient, Real &grad_g) (defined in NonDMultilevelSampling)NonDMultilevelSamplinginlineprivatestatic
varHNonDEnsembleSamplingprotected
variable_bounds(const RealVector &cv_lower_bnds, const RealVector &cv_upper_bnds)Iteratorvirtual
variables_array_results()Analyzerinlineprotectedvirtual
variables_array_to_samples(const VariablesArray &vars_array, RealMatrix &sample_matrix)Analyzerprotected
variables_results() constAnalyzerinlineprotectedvirtual
variables_to_sample(const Variables &vars, Real *sample_vars)NonDSamplingprotectedvirtual
variance_mean_Qsum(const IntRealMatrixMap &sum_Ql, const IntRealMatrixMap &sum_Qlm1, const IntIntPairRealMatrixMap &sum_QlQlm1, const Sizet2DArray &N_l, const size_t step, const size_t qoi)NonDMultilevelSamplingprivate
variance_Qsum(Real sum_Ql, Real sum_Qlm1, Real sum_QlQl, Real sum_QlQlm1, Real sum_Qlm1Qlm1, size_t Nlq)NonDMultilevelSamplinginlineprotected
variance_Qsum(const Real *sum_Ql, const Real *sum_Qlm1, const Real *sum_QlQl, const Real *sum_QlQlm1, const Real *sum_Qlm1Qlm1, const SizetArray &N_l, const size_t lev, const size_t qoi)NonDMultilevelSamplinginlineprivate
variance_Qsum(const Real *sum_Ql, const Real *sum_Qlm1, const Real *sum_QlQl, const Real *sum_QlQlm1, const Real *sum_Qlm1Qlm1, const SizetArray &N_l, const size_t lev, Real *var_Yl)NonDMultilevelSamplinginlineprivate
variance_Qsum_static(Real sum_Ql, Real sum_Qlm1, Real sum_QlQl, Real sum_QlQlm1, Real sum_Qlm1Qlm1, size_t Nlq_pilot, size_t Nlq, bool compute_gradient, Real &grad)NonDMultilevelSamplinginlineprivatestatic
variance_scalarization_Qsum(const IntRealMatrixMap &sum_Ql, const IntRealMatrixMap &sum_Qlm1, const IntIntPairRealMatrixMap &sum_QlQlm1, const Sizet2DArray &N_l, const size_t step, const size_t qoi)NonDMultilevelSamplingprivate
variance_sigma_Qsum(const IntRealMatrixMap &sum_Ql, const IntRealMatrixMap &sum_Qlm1, const IntIntPairRealMatrixMap &sum_QlQlm1, const Sizet2DArray &N_l, const size_t step, const size_t qoi)NonDMultilevelSamplingprivate
variance_variance_Qsum(const IntRealMatrixMap &sum_Ql, const IntRealMatrixMap &sum_Qlm1, const IntIntPairRealMatrixMap &sum_QlQlm1, const Sizet2DArray &N_l, const size_t step, const size_t qoi)NonDMultilevelSamplingprivate
variance_Ysum(Real sum_Y, Real sum_YY, size_t Nlq)NonDMultilevelSamplinginlineprotected
variance_Ysum(const Real *sum_Y, const Real *sum_YY, const SizetArray &N_l, Real *var_Y)NonDMultilevelSamplinginlineprotected
variance_Ysum_static(Real sum_Y, Real sum_YY, size_t Nlq_pilot, size_t Nlq, bool compute_gradient, Real &grad)NonDMultilevelSamplinginlineprivatestatic
vary_pattern(bool pattern_flag)NonDSamplinginlineprotectedvirtual
varyPatternNonDSamplingprotected
vbdDropTolAnalyzerprivate
wilksAlpha (defined in NonDSampling)NonDSamplingprotected
wilksBeta (defined in NonDSampling)NonDSamplingprotected
wilksFlagNonDSamplingprotected
wilksOrder (defined in NonDSampling)NonDSamplingprotected
wilksSidedness (defined in NonDSampling)NonDSamplingprotected
writePrecisionAnalyzerprivate
zeros(const SizetArray &N_m) constNonDinlineprivate
zeros(const Sizet2DArray &N_m) constNonDinlineprivate
~Analyzer()Analyzerinlineprotected
~Iterator()Iteratorvirtual
~NonD()NonDinlineprotected
~NonDEnsembleSampling()NonDEnsembleSampling
~NonDHierarchSampling()NonDHierarchSamplingvirtual
~NonDMultilevControlVarSampling()NonDMultilevControlVarSamplinginline
~NonDMultilevelSampling()NonDMultilevelSamplinginline
~NonDSampling()NonDSampling