Creates a Latin Hypercube Sample (LHS) of the specified distribution.

design

A complete framework to build and study Two-Dimensional Monte-Carlo simulations, aka Second-Order Monte-Carlo simulations. Also includes various distributions (pert, triangular, Bernoulli, empirical discrete and continuous).

Regis Pouillot

mc2d

Tools for Two-Dimensional Monte-Carlo Simulations

Marie-Laure Delignette-Muller

Jean-Baptiste Denis

Yu Chen

Arie Havelaar

lhs function

<dl><dt>distr</dt>
<dd>The function for generating random sample or its name.
If <samp>distr</samp> is "rdist", the function "qdist" must be the quantile
function of this distribution with argument <samp>p</samp> as a vector of
probabilities, as all univariates distributions of the <samp>stat</samp>
library.</dd><dt>nsv</dt>
<dd>The number of rows of the final matrix.</dd><dt>nsu</dt>
<dd>The number of columns of the final matrix</dd><dt>nvariates</dt>
<dd>The number of variates</dd><dt>...</dt>
<dd>All arguments to be passed to <samp>distr</samp> except the
size of the sample.</dd></dl>

Arguments

adapted from a code of Rob Carnell (library <samp>lhs</samp>)

Author

Random Latin Hypercube Sampling — lhs

<dl>

<dt>distr</dt>
<dd>The function for generating random sample or its name.
If <samp>distr</samp> is "rdist", the function "qdist" must be the quantile
function of this distribution with argument <samp>p</samp> as a vector of
probabilities, as all univariates distributions of the <samp>stat</samp>
library.</dd>

<dt>nsv</dt>
<dd>The number of rows of the final matrix.</dd>

<dt>nsu</dt>
<dd>The number of columns of the final matrix</dd>

<dt>nvariates</dt>
<dd>The number of variates</dd>

<dt>...</dt>
<dd>All arguments to be passed to <samp>distr</samp> except the
size of the sample.</dd>

</dl>

lhs: Random Latin Hypercube Sampling

Description

Usage

Value

Arguments

Author

See Also

Examples