MLMC

class pyapprox.control_variate_monte_carlo.MLMC(cov, costs)[source]

Bases: pyapprox.control_variate_monte_carlo.ACVMF

Methods Summary

allocate_samples(target_cost)

get_rsquared(nsample_ratios)

use_lagrange_formulation(flag)

For testing purposes only

Methods Documentation

allocate_samples(target_cost)[source]
get_rsquared(nsample_ratios)[source]
use_lagrange_formulation(flag)[source]

For testing purposes only