MaxProLHD: Maximum Projection Latin Hypercube Designs for Continuous...

Description Usage Arguments Details Value Author(s) References See Also Examples

View source: R/MaxProLHD.R

Description

Generate the maximum projection (MaxPro) Latin hypercube design for continuous factors based on a simulated annealing algorithm. If nominal, discrete numeric, or ordinal factors exist, please see the function MaxProQQ.

Usage

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MaxProLHD(n, p, s=2, temp0=0, nstarts = 1, itermax = 400, total_iter = 1e+06)

Arguments

n

The number of runs (design points)

p

The number of input factors (variables)

s

Optional, default is “2”. The parameter in defining the s-norm distance (2 corresponds to Euclidean distance)

temp0

Optional, The initial temperature in the simulated annealing algorithm. Change this value if you want to start with a higher or lower temperature

nstarts

Optional, default is “1”. The number of random starts

itermax

Optional, default is “400”. The maximum number of non-improving searches allowed under each temperature. Lower this parameter if you want the algorithm to converge faster

total_iter

Optional, default is “1e+06”.The maximum total number of iterations. Lower this number if the design is prohibitively large and you want to terminate the algorithm prematurely to report the best design found so far

Details

This function utilizes a version of the simulated annealing algorithm to efficiently generate the optimal Latin hypercube designs for continuous factors based on the MaxPro criterion. Parameters in the algorithm may need to be properly tuned to achieve global convergence. Please refer to Joseph, Gul and Ba (2015) for details.

Value

The value returned from the function is a list containing the following components:

Design

Design matrix

temp0

Initial temperature

measure

The MaxPro criterion measure

time_rec

Time to complete the search

ntotal

The total number of iterations

Author(s)

Shan Ba <shanbatr@gmail.com> and V. Roshan Joseph <roshan@isye.gatech.edu>

References

Joseph, V. R., Gul, E., and Ba, S. (2015) "Maximum Projection Designs for Computer Experiments," Biometrika, 102, 371-380.

See Also

MaxProRunOrder, MaxProAugment, MaxProQQ

Examples

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obj<-MaxProLHD(n = 10, p = 4) 
obj$Design

MaxPro documentation built on May 2, 2019, 6:59 a.m.