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scidoe_lhsdesign

Latin Hypercube Sampling

Calling Sequence

Parameters

s :

a 1-by-1 matrix of doubles, integer value, positive, the number of variables

n :

a 1-by-1 matrix of doubles, integer value, positive, the number of points

Description

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")

Examples

// 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

Bibliography

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

Authors


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