eldo_user

Setting Up An Analysis
Monte Carlo Analysis
and optionally, how the sampling is generated. The SAVE/RESTART arguments are used to
save the random sampling and the simulated characteristics. These quantities can be used in
subsequent Monte Carlo experiments.
You can monitor the evolution of certain quantities. Eldo will flush out from the .wdb file the
average and standard deviation of extracts and measurements versus the Monte Carlo run index
to see how these entities evolve.
To control the run-length in the context of sequential Monte Carlo algorithms, use the
MCCONV extract function. In contrast to fixed run-length approaches, samples are generated
until some error criterion is satisfied.
Two algorithms are provided to control the convergence. It is possible to monitor the evolution
of the various moments to precisely quantify the notion of convergence. The Monte Carlo
process can be stopped early using .MC AUTOSTOP if these quantities do not vary more than a
user-specified limit.
Monte Carlo Analysis Results
The results of Monte Carlo analysis runs are output using the .EXTRACT, .PRINT and .PLOT
commands and provided in two ways:
• ASCII Output (.chi)
Examples of quantitative procedures are confidence intervals or bootstrap estimates for
the mean value. These analyses are provided within the .chi file. Eldo prints the
following basic statistics: the range, the mean (average), and the standard deviation.
Two standard deviation results are provided:
o
o
Standard Deviation
The RMS value of the deviation of output with respect to the average value.
Standard Deviation based on nominal run
The RMS value of the deviation of output with respect to the nominal run.
• Graphical Output
Eldo provides some tools such as scatter plots, histograms, or probability distribution
functions (PDF) which can be viewed using EZwave.
By default, without the ALL argument, only the nominal, minimum, and maximum results of
Monte Carlo simulations are saved. This includes both ASCII (.chi) and binary wave (.wdb)
results. When ALL is specified, the waveform results of every Monte Carlo simulation run are
stored in the output files.
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Eldo® User's Manual, 15.3