Latinized Stratified Sampling
The LSS code generates n-dimensional uniform samples on [0,1] that are simultaneously stratified samples and Latin hypercube samples. The method serves to enhance the space-filling properties of the sample design of the Latin hypercube sample by requiring it to place the samples in user-prescribed n-dimensional strata. This has the effect of improving the variance reduction of the sample design - in particular improving the variance reduction associated with interaction effects of the transformation through which the samples are passed. The method is described in detail in:
Shields, M.D. and Zhang, J. "The generalization of Latin hypercube sampling." Reliability Engineering and System Safety. (In Review).
A simple demonstration is provided that shows graphically how 2D samples are placed in Latin hypercube cells and user-defined strata.
Cite As
Michael Shields (2024). Latinized Stratified Sampling (https://www.mathworks.com/matlabcentral/fileexchange/52216-latinized-stratified-sampling), MATLAB Central File Exchange. Retrieved .
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LSS/
Version | Published | Release Notes | |
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1.0.0.0 |