Latin Hypercube Sampling
a 1-by-1 matrix of doubles, integer value, positive, the number of variables
a 1-by-1 matrix of doubles, integer value, positive, the number of points
Computes a Latin Hypercube Sampling
If no criterion is specified, the function computes a random LHS design, calling the nisp_buildlhs.sci macro of the NISP Toolbox http://forge.scilab.org/index.php/p/nisp/source/tree/99/macros/nisp_buildlhs.sci) If "criterion" = "center", then the function selects and permutes the center points of the intervals (0,1/n),(1/n,2/n)...(1-1/n,1)
This function changes the state of the grand uniform random number generator.
TODO : add H = scidoe_lhsdesign(s,n,"criterion","maximin")
TODO : add H = scidoe_lhsdesign(s,n,"criterion","correlation")
// Compute a random LHS with 2 variables and 5 points H = scidoe_lhsdesign(2,5) // Plot this design scf(); plot ( H(:,1) , H(:,2) , "bo" ); cut = linspace(0,1,6); for i=1:6 plot([cut(i) cut(i)],[0 1],"-") end for i=1:6 plot([0 1],[cut(i) cut(i)],"-") end // // Compute a LHS design with center points H = scidoe_lhsdesign(2,5,"criterion","center") // Plot this design scf(); plot ( H(:,1) , H(:,2) , "bo" ); cut = linspace(0,1,6); for i=1:6 plot([cut(i) cut(i)],[0 1],"-") end for i=1:6 plot([0 1],[cut(i) cut(i)],"-") end | ![]() | ![]() |
McKay, M.D. Beckman, R.J. Conover, W.J. (May 1979). "A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code" Technometrics (American Statistical Association) 21 (2): 239–245.
http://en.wikipedia.org/wiki/Latin_hypercube_sampling
http://www.mathworks.com/help/toolbox/stats/lhsdesign.html