No BSD License  

Highlights from
Latin Hypercube Sampling

4.46154

4.5 | 13 ratings Rate this file 37 Downloads (last 30 days) File Size: 60.1 KB File ID: #4352

Latin Hypercube Sampling

by

 

11 Jan 2004 (Updated )

Latin Hypercube Sampling

| Watch this File

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   Please login to tag files.
Please login to add a comment or rating.
Comments and Ratings (17)
16 Feb 2013 Morteza

Dear all,
I have 46 sample points that they were generated by latin hypercube sampling. Now I want to increase those sample from 46 to 126. How can I do that?
Is there any suggestion?
Regards

11 Jan 2013 Cong Thuat Dang

Thanks for information

05 Dec 2012 aaa

very nice

16 Feb 2012 Ebi  
16 Nov 2010 Gurkan

Excellent work! thanks very much! Especially by including the modified cholesky decomposition algorithm!

02 Oct 2008 jag yeluripati

great documentation

09 Jun 2008 sat tomer  
12 May 2008 Luis Aguirre

Excelent site. thank´s for information.

17 Mar 2008 thangjam singh

very useful

17 Mar 2008 thangjam singh

very helpful

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."

25 Oct 2005 Marc Nerlove  
28 Sep 2005 bekkouche BENAISSA

SRM 6/4 simulink bronco burtugal

28 Sep 2005 t p

good code,
great ducumentation

16 May 2005 Néstor Campos

It's not excellent because the latin hyper cube
is not plotted

02 Jun 2004 lorenzo branco  
06 Apr 2004 n EG

very effective

Updates
24 Jun 2004

Updated June 2004

18 Nov 2004

Updated Nov 2004, fixed RB= R*S'

Contact us