eldo_user

Monte Carlo Analysis
Output of Uncertainty Analysis (the .chi File)
This tabular output estimates the left and right limits θ L and θ U , respectively, in the definition of
the confidence interval:
for some values of the confidence level α.
You can generate a summary of the Monte Carlo bootstrap estimates and sensitivity analysis
results in a specific file, the .aex file, and the file specified in the .EXTRACT command using
the options .OPTION DUMP_MCINFO_CONF (bootstrap estimates) and .OPTION
DUMP_MCINFO_SENS (sensitivity analysis).
Global Sensitivity Analysis
The ASCII output for the sensitivity analysis is provided here. This result is composed of:
• The name of the measure, the number of Monte Carlo runs, and the dimension of the
random vector.
• A list of important factors and their sensitivity index.
See “Global Sensitivity Analysis” on page 520.
This example is extracted from the output file of the “Model-Based Approximations Example”
on page 532.
Estimation of Sensitivity Indices for Output Measure : OPFREQ
Number of metamodel-based Simulations : 10000 (Effective Number of Runs)
List of Important Parameters :
Index(I) Histo S(I) (percent / cumulative) Variable
Value
Name
35 |-------------------- 30.7% 30.7% P(TP)
8 |------- 11.9% 42.7% M(SBSIMN,U1)
6 |--- 6.1% 48.8% M(SBSIMN,MUZ)
11 |- 2.5% 51.2% M(SBSIMN,X3E)
7 |- 2.4% 53.7% M(SBSIMN,U0)
14 |- 1.9% 55.6% M(SBSIMN,MUS)
Summary of Extracted Results
You can generate a summary of the extracted Monte Carlo distribution results in the .aex file,
and the file specified in the .EXTRACT command using the option DUMP_MCINFO.
Tip
See “.OPTION DUMP_MCINFO” and “.EXTRACT” in the Eldo Reference Manual.
Eldo® User's Manual, 15.3 471