standardize_sample_ratios¶
-
pyapprox.control_variate_monte_carlo.standardize_sample_ratios(nhf_samples, nsample_ratios)[source]¶ Ensure num high fidelity samples is positive (>0) and then recompute sample ratios. This is useful when num high fidelity samples and sample ratios are computed by an optimization process. This function is useful for optimization problems with a numerical or analytical solution.
- 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
- Returns
- nhf_samplesinteger
The corrected number of samples of the high fidelity model
- nsample_ratiosnp.ndarray (nmodels-1)
The corrected sample ratios