random

Uses purely random Monte Carlo sampling to sample variables

Specification

• Alias: None

• Arguments: None

Description

The random keyword invokes Monte Carlo sampling as the means of drawing samples of uncertain variables according to their probability distributions.

Default Behavior

In most contexts, Monte Carlo sampling is not the default sampling mode (exception: multilevel_sampling). To change this behavior, the random keyword must be specified in conjuction with the sample_type keyword.

Usage Tips

Monte Carlo sampling is more computationally expensive than Latin Hypercube Sampling as it requires a larger number of samples to accurately estimate statistics.

Examples

method
  sampling
    sample_type random
    samples = 200