get_control_variate_weights¶
-
pyapprox.control_variate_monte_carlo.get_control_variate_weights(cov)[source]¶ Get the weights used by the control variate estimator with known low fidelity means.
- Parameters
- covnp.ndarray (nmodels,nmodels)
The estimated covariance between each model.
- Returns
- weightsnp.ndarray (nmodels-1)
The control variate weights