user:algorithm:montecarlo [Promethee]

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user:algorithm:montecarlo [2015/10/06 07:58] (current)
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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.
  
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