Latinized Stratified Sampling

Generates random samples that are simultaneously stratified and Latin hypercube

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.