eldo_user

Extracts the total number of Monte Carlo runs.
Monte Carlo Analysis
Output of Uncertainty Analysis (the .chi File)
Note
These keywords are not functions like those listed in Extract Functions Specific to Monte
Carlo Analysis.
Basic Statistics and Histograms
At the end of Monte Carlo simulations, Eldo prints the following basic statistics in the .chi file:
the range, the mean, the standard deviation, and a basic histogram for each .EXTRACT
command. Eldo also provides bootstrap estimates for the mean and the standard deviation.
For example, the following syntax:
.EXTRACT TRAN LABEL=OPFREQ (1/MAX(EXTRACT(DELAY6), EXTRACT(DELAY7)))
+ LBOUND=280Meg
generates the following output in the .chi file:
Distribution of OPFREQ
Range [ 2.6909E+08 3.7686E+08]
Nominal value: 3.2011E+08
Average value: 3.1768E+08
Standard Deviation: 1.9211E+07
Standard Deviation based on nominal run: 1.9364E+07
Passed : 191 ( 96.46465 %)
[ 250.000MEG 265.000MEG] NB = 0 FREQ = 0.00e+00% |
[ 265.000MEG 280.000MEG] NB = 7 FREQ = 3.54e+00% |*
[ 280.000MEG 295.000MEG] NB = 14 FREQ = 7.07e+00% |***
[ 295.000MEG 310.000MEG] NB = 48 FREQ = 2.42e+01% |************
[ 310.000MEG 325.000MEG] NB = 68 FREQ = 3.43e+01% |*****************
[ 325.000MEG 340.000MEG] NB = 36 FREQ = 1.82e+01% |*********
[ 340.000MEG 355.000MEG] NB = 15 FREQ = 7.58e+00% |***
[ 355.000MEG 370.000MEG] NB = 8 FREQ = 4.04e+00% |**
[ 370.000MEG 385.000MEG] NB = 2 FREQ = 1.01e+00% |
[ 385.000MEG 400.000MEG] NB = 0 FREQ = 0.00e+00% |
In this output provided in the .chi file we can extract the following information:
• The range is the interval given by the largest and smallest values in a data set. Note that
this measure is based only on the minimum and maximum values in the sample. The
spread near the center of the data is not captured at all.
• The nominal and average values.
• The standard deviation (or the square root of the sample variance). Note that the
standard deviation restores the units of the spread to the original data units (the variance
squares the units). Although the variance is intended to be an overall measure of spread,
it can be greatly affected by the tail behavior.
Eldo® User's Manual, 15.3 469