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Latin Hypercube Sampling

version 1.0 (60.1 KB) by

Latin Hypercube Sampling

4.10526
18 Ratings

65 Downloads

Updated

No License

This is sampling utility implementing Latin hypercube sampling from multivariate normal, uniform & empirical distribution. Correlation among variables can be sprecified.

Comments and Ratings (24)

Hui Wang

new balance

good

PMW

PMW (view profile)

First of all, thanks for this program. I think I found a little mistake in lhs_iman.
"for il=1:ntry" just reorders the same R at this position, resulting in the same ae for every try. Placing it in front of the buildung of R, should fix the problem.

Silpakorn D

Nicely written program and good references.

Silpakorn D

db

db (view profile)

Thank you for this! Does anyone know if there is a way to do LHS for a triangular distribution in Matlab? Any advice is appreciated!

db

db (view profile)

Thank you for this! Does anyone know if there is a way to do LHS for a triangular distribution in Matlab? Any advice is appreciated!

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

Thanks for information

aaa

aaa (view profile)

very nice

Ebi

Ebi (view profile)

Gurkan

Gurkan (view profile)

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

jag yeluripati

great documentation

sat tomer

Luis Aguirre

Excelent site. thank´s for information.

thangjam singh

very useful

thangjam singh

very helpful

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."

Marc Nerlove

bekkouche BENAISSA

SRM 6/4 simulink bronco burtugal

t p

good code,
great ducumentation

Néstor Campos

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

lorenzo branco

n EG

very effective

Updates

Updated Nov 2004, fixed RB= R*S'

Updated June 2004

MATLAB Release
MATLAB 6.5 (R13)

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