standard_deviation
Fit MLMC sample allocation to control the variance of the estimator for the standard deviation.
Specification
Alias: None
Arguments: None
Child Keywords:
Required/Optional |
Description of Group |
Dakota Keyword |
Dakota Keyword Description |
---|---|---|---|
Optional |
Solve the optimization problem for the sample allocation by numerical optimization in the case of sampling estimator targeting the standard_deviation. |
Description
Computes the variance of the sampling estimator for the standard_deviation and fits sample allocation by solving the corresponding optimization problem.
Examples
The following method block
method,
model_pointer = 'HIERARCH'
multilevel_sampling
pilot_samples = 20 seed = 1237
convergence_tolerance = .01
allocation_target = standard_deviation
uses the standard_deviation as sample allocation target by computing its variance.