Draw a (random) Latin Hypercube (LH) sample of size n
from in
the region outlined by the provided rectangle
1 |
n |
Size of the LH sample |
rect |
Rectangle describing the domain from which the LH sample
is to be taken. The rectangle should be a |
shape |
Optional vector of shape parameters for the Beta distribution.
Vector of length equal to the dimension of the domain, with elements > 1.
If this is specified, the LH sample is proportional to a joint pdf formed by
independent Beta distributions in each dimension of the domain,
scaled and shifted to have support defined by |
mode |
Optional vector of mode values for the Beta distribution.
Vector of length equal to the dimension of the domain, with elements within
the support defined by |
The output is a matrix
with n
rows and
nrow(rect)
columns. Each of the n
rows represents
a sample point.
The domain bounds specified by the rows of rect
can
be specified backwards with no change in effect.
Robert B. Gramacy, rbgramacy@chicagobooth.edu, and Matt Taddy, taddy@chicagobooth.edu
McKay, M. D., W. J. Conover and R. J. Beckman. (1979). A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code, Technometrics 21: (pp. 239–245).
tgp.design
, dopt.gp
,
sens
1 2 3 4 5 6 7 8 |
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