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Code covered by the BSD License

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Spatial Correlation Generator with Latin Hipercube Sampling and Cholesky Decomposition

19 Aug 2009

Stochastic fields Generation. created by LHS. Correlation is based on Cholesky factorization.

File Information
Description	It generates a stochastic field on a squared space. Samples are created by Latin hypercube sampling and the spatial correlation is performed by an algorithm based on Cholesky decomposition. Example inside.
MATLAB release	MATLAB 7.7 (R2008b)

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Everyone's Tags	cholesky(2), correlation, latin hypercube sampling(2), monte carlo, random field, simulation, statistics, stochastic process
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16 Jan 2010	Abdelhaleem

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