Public Member Functions | Static Protected Member Functions | Private Attributes | Static Private Attributes
NonDIncremLHSSampling Class Reference

Performs icremental LHS sampling for uncertainty quantification. More...

Inheritance diagram for NonDIncremLHSSampling:
NonDSampling NonD Analyzer Iterator

List of all members.

Public Member Functions

 NonDIncremLHSSampling (Model &model)
 constructor
 ~NonDIncremLHSSampling ()
 destructor
void quantify_uncertainty ()
 performs a forward uncertainty propagation by using LHS to generate a set of parameter samples, performing function evaluations on these parameter samples, and computing statistics on the ensemble of results.
void print_results (std::ostream &s)
 print the final statistics

Static Protected Member Functions

static bool rank_sort (const int &x, const int &y)
 sort algorithm to compute ranks for rank correlations

Private Attributes

int previousSamples
 number of samples in previous LHS run
bool varBasedDecompFlag
 flags computation of VBD

Static Private Attributes

static RealArray rawData
 static data used by static rank_sort() fn

Detailed Description

Performs icremental LHS sampling for uncertainty quantification.

The Latin Hypercube Sampling (LHS) package from Sandia Albuquerque's Risk and Reliability organization provides comprehensive capabilities for Monte Carlo and Latin Hypercube sampling within a broad array of user-specified probabilistic parameter distributions. The icremental LHS sampling capability allows one to supplement an initial sample of size n to size 2n while maintaining the correct stratification of the 2n samples and also maintaining the specified correlation structure. The icremental version of LHS will return a sample of size n, which when combined with the original sample of size n, allows one to double the size of the sample.


Constructor & Destructor Documentation

constructor

This constructor is called for a standard letter-envelope iterator instantiation. In this case, set_db_list_nodes has been called and probDescDB can be queried for settings from the method specification.

References NonDSampling::samplingVarsMode.


Member Function Documentation

void quantify_uncertainty ( ) [virtual]

The documentation for this class was generated from the following files: