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Latin Hypercube Sampling

[L,D,E,pneg]=mchol(G)
[r,i]=ranking(x)
ltqnorm(p) LTQNORM Lower tail quantile for standard normal distribution.
rc=rank_corr(corr,nsample) rc=rank_corr(corr,nsample)
s=latin_hs(xmean,xsd,nsample,... s=latin_hs(xmean,xsd,nsample,nvar)
s=lhs_empir(data,nsample) s=lhs_empir(data,nsample)
s=lhs_empirco(data,nsample) s=lhs_empirco(data,nsample)
s=lhsu(xmin,xmax,nsample) s=lhsu(xmin,xmax,nsample)
s=ransamp(xmean,xsd,corr,nsam... s=ransamp(xmean,xsd,corr,nsample)
z=lhs_iman(xmean,xsd,corr,nsa... z=lhs_iman(xmean,xsd,corr,nsample,nloop)
z=lhs_iman_n(xmean,xsd,corr,n... z=lhs_iman_n(xmean,xsd,corr,nsample,ntry)
z=lhs_stein(xmean,xsd,corr,ns... z=lhs_stein(xmean,xsd,corr,nsample)
contents.m
test_sampling.m
test_sampling2.m
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4.4 | 11 ratings Rate this file 43 Downloads (last 30 days) File Size: 60.06 KB File ID: #4352

Latin Hypercube Sampling

by Budiman Minasny

11 Jan 2004 (Updated 18 Nov 2004)

Latin Hypercube Sampling

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File Information
Description	This is sampling utility implementing Latin hypercube sampling from multivariate normal, uniform & empirical distribution. Correlation among variables can be sprecified.
MATLAB release	MATLAB 6.5 (R13)

Tags for This File
Everyone's Tags	cdf, monte carlo, probability(2), sampling(3), statistics
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Comments and Ratings (13)
06 Apr 2004	n EG	very effective
02 Jun 2004	lorenzo branco
16 May 2005	Néstor Campos	It's not excellent because the latin hyper cube is not plotted
28 Sep 2005	t p	good code, great ducumentation
28 Sep 2005	bekkouche BENAISSA	SRM 6/4 simulink bronco burtugal
25 Oct 2005	Marc Nerlove
20 Jan 2006	Frank Xu	Good job. But when nvar is large, say 32, lhs_stein and lhs_iman will display error message "Error in using chol. Matrix must be positive definite."
17 Mar 2008	thangjam singh	very helpful
17 Mar 2008	thangjam singh	very useful
12 May 2008	Luis Aguirre	Excelent site. thank´s for information.
09 Jun 2008	sat tomer
02 Oct 2008	jag yeluripati	great documentation
16 Nov 2010	Gurkan	Excellent work! thanks very much! Especially by including the modified cholesky decomposition algorithm!

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Updates
24 Jun 2004	Updated June 2004
18 Nov 2004	Updated Nov 2004, fixed RB= R*S'
18 Nov 2004	Updated Nov 2004

Tag Activity for this File
Tag	Applied By	Date/Time
statistics	Budiman Minasny	22 Oct 2008 07:12:32
probability	Budiman Minasny	22 Oct 2008 07:12:32
sampling	Budiman Minasny	22 Oct 2008 07:12:32
cdf	Budiman Minasny	22 Oct 2008 07:12:32
monte carlo	Budiman Minasny	22 Oct 2008 07:12:32
sampling	Burak Guneralp	23 Sep 2010 14:01:42
sampling	simcc	17 Nov 2011 03:52:18
probability	bryan baker	23 Jan 2012 10:05:42

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