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+ | ====== Monte Carlo sampling ====== | ||

+ | |||

+ | ===== Description ===== | ||

+ | |||

+ | Monte Carlo random sampling of input variables to estimate mean of output sample. | ||

+ | |||

+ | {{ :user:algorithm:montecarlo-input.png }} | ||

+ | |||

+ | In this case, the total cost is 100 simulations. | ||

+ | |||

+ | The resulting analysis is the following: | ||

+ | |||

+ | {{ :user:algorithm:montecarlo-analysis.png }} | ||

+ | |||

+ | ===== Source ===== | ||

+ | |||

+ | ==== References ==== | ||

+ | * [[http://en.wikipedia.org/wiki/Monte_Carlo_method]] | ||

+ | |||

+ | ==== Implementation ==== | ||

+ | |||

+ | Monte Carlo sampling is wrapped from [[http://www.r-project.org|[R]]] random models: | ||

+ | {{page>:user:algorithm:random}} | ||

+ | |||

+ | |||

+ | |||

+ | ===== Installation ===== | ||

+ | * copy {{page>:download:algorithm:montecarlo}} in "**Promethee_Install_Path**/plugins/doe directory", | ||

+ | * restart Promethee GUI. | ||