PSR-0394 LHS.

1. NAME OR DESIGNATION OF PROGRAM:  LHS.

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.

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.

5. RESTRICTIONS ON THE COMPLEXITY OF THE PROBLEM

Maxima of 1000 observations, 50 variables, 50 pairs of correlated variables, and 50 subintervals in the uniform and loguniform distributions. These restrictions are implemented through the FORTRAN 77 PARAMETER statement.

6. TYPICAL RUNNING TIME

Sample problems executed on the SUN ULTRASPARC 60 and the Pentium II 266 Mhz in less than 1 second.

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 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)

11. HARDWARE REQUIREMENTS

VAX: 500,000 Kbytes virtual memory are required for execution.
PC 486: w/16 MB RAM.

13. SOFTWARE REQUIREMENTS

VAX:VMS 4.3; VMS 4.5; SPARC: SUN OS 5.6; PC486:Windows 95/NT. The PC executable included in the package was created with Digital Visual Fortran 5.0.

15. NAME AND ESTABLISHMENT OF AUTHORS

Contributed by: Radiation Safety Information Computational Center
                Oak Ridge National Laboratory
                Oak Ridge, Tennessee, USA
Developed:      Sandia National Laboratories, Albuquerque, New Mexico, USA

README.TXT Installation instructions
LHS_PC.EXE Self-extracting file