generate_samples_and_values_mfmc¶
-
pyapprox.control_variate_monte_carlo.
generate_samples_and_values_mfmc
(nhf_samples, nsample_ratios, functions, generate_samples, acv_modification=False)[source]¶ - Parameters
- nhf_samplesinteger
The number of samples of the high fidelity model
- nsample_ratiosnp.ndarray (nmodels-1)
The sample ratios r used to specify the number of samples of the lower fidelity models, e.g. N_i = r_i*nhf_samples, i=1,…,nmodels-1
- functionslist of callables
The functions used to evaluate each model
- generate_samplescallable
Function used to generate realizations of the random variables
- Returns
- sampleslist
List containing the samples \(\mathcal{Z}_{i,1}\) and \(\mathcal{Z}_{i,2}\) for each model \(i=0,\ldots,M-1\). The list is [[\(\mathcal{Z}_{0,1}\),:math:mathcal{Z}_{0,2}],…,[\(\mathcal{Z}_{M-1,1}\),:math:mathcal{Z}_{M-1,2}]], where \(M\) is the number of models
- valueslist
Model values at the points in samples