method-multilevel_sampling-allocation_target

Blurb:: 
Allocation statistics/target for the MLMC sample allocation.

Description:: 
Computes the variance of the estimator for a given statistics/target and fits sample allocation by solving the corresponding optimization problem. The \c allocation_target specification supports options of \c mean (default), \c variance an analytic approximation is available. Additionally, a numerical optimization can be used in that case, see \c variance option \ref method-multilevel_sampling-allocation_target-variance-optimization.

<b> Default Behavior </b>
"mean"

Topics::

Examples::
The following method block 
\verbatim
method,
	model_pointer = 'HIERARCH'
        multilevel_sampling
	  pilot_samples = 20 seed = 1237
	  convergence_tolerance = .01
	  allocation_target = variance
\endverbatim

uses the variance as sample allocation target by computing its variance.

Theory::
Faq::
See_Also::	
