PSR-0394 LHS.
LHS, Multivariate Sample Generator by Latin Hypercube Sampling
NAME OR DESIGNATION OF PROGRAM, COMPUTER, DESCRIPTION OF PROGRAM OR FUNCTION, METHODS, RESTRICTIONS ON THE COMPLEXITY OF THE PROBLEM, TYPICAL RUNNING TIME, FEATURES, AUXILIARIES, STATUS, REFERENCES, HARDWARE REQUIREMENTS, LANGUAGE, SOFTWARE REQUIREMENTS, OTHER RESTRICTIONS, NAME AND ESTABLISHMENT OF AUTHORS, MATERIAL, CATEGORIES
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| Program name | Package id | Status | Status date |
|---|---|---|---|
| LHS | PSR-0394/01 | Arrived | 06-MAY-2002 |
| LHS | PSR-0394/02 | Arrived | 06-MAY-2002 |
Machines used:
| Package ID | Orig. computer | Test computer |
|---|---|---|
| PSR-0394/01 | PC-80486 | |
| PSR-0394/02 | SUN SPARC |
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3. DESCRIPTION OF PROGRAM OR FUNCTION
LHS was written for the generation of multi variate samples either completely at random or by a constrained randomization termed Latin hypercube sampling (LHS).
The generation of these samples is based on user-specified parameters which dictate the characteristics of the generated samples, such as type of sample (LHS or random), sample size, number of samples desired, correlation structure on input variables, and type of distribution specified on each variable. The following distributions are built into the program: normal, lognormal, uniform, loguniform, triangular, and beta. In addition, the samples from the uniform and loguniform distributions may be modified by changing the frequency of the sampling within subintervals, and a subroutine which can be modified by the user to generate samples from other distributions (including empirical data) is provided.
LHS was written for the generation of multi variate samples either completely at random or by a constrained randomization termed Latin hypercube sampling (LHS).
The generation of these samples is based on user-specified parameters which dictate the characteristics of the generated samples, such as type of sample (LHS or random), sample size, number of samples desired, correlation structure on input variables, and type of distribution specified on each variable. The following distributions are built into the program: normal, lognormal, uniform, loguniform, triangular, and beta. In addition, the samples from the uniform and loguniform distributions may be modified by changing the frequency of the sampling within subintervals, and a subroutine which can be modified by the user to generate samples from other distributions (including empirical data) is provided.
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4. METHODS
The Latin hypercube technique employs a constrained sampling scheme, whereas random sampling corresponds to a simple Monte Carlo technique. The actual sampled values are used to form vectors of variables commonly used as input to computer models for sensitivity and uncertainty analyses studies.
The Latin hypercube technique employs a constrained sampling scheme, whereas random sampling corresponds to a simple Monte Carlo technique. The actual sampled values are used to form vectors of variables commonly used as input to computer models for sensitivity and uncertainty analyses studies.
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| Package ID | Status date | Status |
|---|---|---|
| PSR-0394/01 | 06-MAY-2002 | Masterfiled Arrived |
| PSR-0394/02 | 06-MAY-2002 | Masterfiled Arrived |
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10. REFERENCES
- R. L. Iman, J. M. Davenport, and D. K. Zeigler:
"Latin Hypercube Sampling (Program User's Guide)," SAND79-1473
(January 1980).
- R. L. Iman, J. M. Davenport, and D. K. Zeigler:
"Latin Hypercube Sampling (Program User's Guide)," SAND79-1473
(January 1980).
PSR-0394/01, included references:
- R.L. Iman and M.J. Shortencarier:A FORTRAN77 Program and User's Guide for the Generation of Latin Hypercube
and Random Smaples for Use with Computer Models
NUREG/CR-3624 (SAND83-2365) (March 1984)
PSR-0394/02, included references:
- R.L. Iman and M.J. Shortencarier:A FORTRAN77 Program and User's Guide for the Generation of Latin Hypercube
and Random Smaples for Use with Computer Models
NUREG/CR-3624 (SAND83-2365) (March 1984)
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| Package ID | Computer language |
|---|---|
| PSR-0394/01 | FORTRAN-77 |
| PSR-0394/02 | FORTRAN-77 |
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PSR-0394/01
README.TXT Installation instructionsLHS_PC.EXE Self-extracting file
PSR-0394/02
README.TXT Installation instructionsLHS.TAR Self-extracting TAR file
Keywords: Monte Carlo method, multivariate analysis, randomness, sampling, statistics.