Dakota Reference Manual  Version 6.15
Explore and Predict with Confidence
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standard_deviation


Fit MLMC sample allocation to control the variance of the estimator for the standard deviation.

Specification

Alias: none

Argument(s): none

Child Keywords:

Required/Optional Description of Group Dakota Keyword Dakota Keyword Description
Optional optimization

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.

See Also

These keywords may also be of interest: