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Monte Carlo Analysis<br />

Output of Uncertainty Analysis (the .chi File)<br />

Output of Uncertainty Analysis (the .chi File)<br />

The .chi file contains the traditional output of the Monte Carlo analysis and additional<br />

information extracted from the simulation.<br />

Extract Functions Specific to Monte Carlo Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . 465<br />

Extracting the Index and Total Number of Runs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 468<br />

Basic Statistics and Histograms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 469<br />

Bootstrap Estimates for Mean and Standard Deviation . . . . . . . . . . . . . . . . . . . . . . . . . 470<br />

Global Sensitivity Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 471<br />

Summary of Extracted Results. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 471<br />

Extract Functions Specific to Monte Carlo Analysis<br />

You can specify additional .EXTRACT commands in the netlist to obtain the minimum, the<br />

maximum, the mean, and the standard deviation values, quantiles and probabilities, together<br />

with higher order moments. The keyword MC is required on the .EXTRACT statements that<br />

make use of these Monte Carlo extract functions.<br />

In the following list, the string LABEL_EXT refers to the name of an existing .EXTRACT<br />

command. Given a sequence of univariate data Y 1 , Y 2 , …, Y n extracted from a Monte Carlo<br />

analysis, Eldo provides in the .chi file the values of the following MC extract functions:<br />

• MCMIN(LABEL_EXT)<br />

Returns the minimum value of the selected extract:<br />

• MCIMIN(LABEL_EXT)<br />

Returns the index of the run providing the minimum value of the selected extract.<br />

• MCMAX(LABEL_EXT)<br />

Returns the maximum value of the selected extract:<br />

• MCIMAX(LABEL_EXT)<br />

Returns the index of the run providing the maximum value of the selected extract.<br />

• MCNBENCH(LABEL_EXT)<br />

Returns the number of measured values for the selected extract.<br />

Eldo® User's Manual, 15.3 465

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