Dakota Reference Manual  Version 6.4
Large-Scale Engineering Optimization and Uncertainty Analysis
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wiener


Use standard normal random variables (along with Hermite orthogonal basis polynomials) when transforming to a standardized probability space.

Specification

Alias: none

Argument(s): none

Default: extended (Askey + numerically-generated)

Description

The Wiener option employs standard normal random variables in a transformed probability space, corresponding to a Hermite orthogonal polynomial basis. This is the same nonlinear variable transformation used by local and global reliability methods (and therefore has the same variable support).

See Also

These keywords may also be of interest: