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Dakota Reference Manual
Version 6.15
Explore and Predict with Confidence
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Fit MLMC sample allocation to control the variance of the estimator for the mean.
Alias: none
Argument(s): none
Computes the variance of the mean estimator and fits sample allocation by solving the corresponding optimization problem. This optimization problem is solved in analitically closed form.
The following method block
method, model_pointer = 'HIERARCH' multilevel_sampling pilot_samples = 20 seed = 1237 convergence_tolerance = .01 allocation_target = mean
uses the mean as sample allocation target by computing its variance.