eldo_user

Eldo Control Language
Statistical Processing
_simu_get_mcsens
Task function category: Statistical Processing Functions
Returns the sensitivity list of the elements of the array array for a given sampling.
Usage
_simu_get_mcsens(array, "GLOB"|"GLOB_ACCURATE"|"LSS" [,
matrix_raw_sampling])
Arguments
• array
The array of values (typically the values of a given extract for each run) to compute the
sensitivity.
• "GLOB" | "GLOB_ACCURATE" | "LSS"
Specifies the sensitivity methodology:
"GLOB"
Eldo computes global sensitivities extracted from the results of the random sampling.
This is faster than "GLOB_ACCURATE" but results may be less accurate.
"GLOB_ACCURATE"
Eldo computes global sensitivities extracted from the results of the random sampling.
This is more accurate than "GLOB" and can have a large CPU cost depending on the
circuit. The CPU cost is related to the number of sensitivities, number of Monte Carlo
runs, number of parameters with Monte Carlo variation, and number of extracts.
"LSS"
Specifies the large scale screening algorithm to identify the principal parameters
during a Monte Carlo analysis. This is useful when the number of variables is much
larger than the number of runs allowed. A class of Least Squares solvers based on the
principle of homotopy methods is used.
• matrix_raw_sampling
The matrix storing all the raw sampling values computed during the Monte Carlo
simulation. If n runs were performed and there are p statistical parameters, then
matrix_raw_sampling[i;j] must be the raw sampling value of the j-th parameter for the i-th
run. The user can call _simu_get_raw_sampling() to easily get this matrix (this is what is
done by default). Be careful not to use _simu_get_sampling() otherwise sensitivities may be
wrong.
Description
The result is a matrix: the first line contains the index of the important parameters (the first
being the most important parameter). The second line contains their importance percentage (1.0
for 100%). Will return an empty array if not enough Monte Carlo simulations have been run.
Eldo® User's Manual, 15.3 1065