P(y \mu,\sigma) = \frac(P)\right).īut I now have absolutely no idea how to implement this. This is sampling utility implementing Latin. If I understood it correctly, I can just use $y = x-1$ to shift the log-normal probability density function to the right by $1$, cf.: The following Matlab project contains the source code and Matlab examples used for latin hypercube sampling. #MATLAB LATIN HYPERCUBE SAMPLING CODE MANUAL#Now, my question is: what do I have to do to sample the variables $z_i$? This manual covers the use of the LHS code in a UNIX environment, run either as a standalone program or as a callable library. Where logninv a built-in function calculating the inverse cummulative distribution function. I now want to sample a couple of starting values for the fit algorithm for each of these values from a latin hypercube according to their distribution.įor that I found the MATLAB package latin hypercube sampling whose function latin_hs ( link) can be used to tackle the $x_i$s.įor the variables $y_i$ I modified latin_hs in the following way: function s = lhslogn(xmean, xsd, nsample, nvar) The author has written a MATLAB code using elliptic. For example, the Matlab code to get a Latin-Hypercube sample of size N respecting the constraint. The variables $x_i$ are normally distributed while $y_i$ and $z_i$ should be log-normally distributed. Latin hypercube sampling, combined with pattern search solutions, comes close to achieving that. If you do not have Matlab you can use SAFE in Octave. I have a fit algorithm with a bunch of variables that are defined on different intervals ($x_i\in$, $y_i\in[0, \infty)$ and $z_i\in[1, \infty)$). She and Roxana Leontie (a former student of Marymount University) were responsible for adapting for our purposes the LHS/PRCC codes originally created by Dr. How do I implement latin hypercube sampling of log-normal distribution whose interval is shifted from $x\in (0, \infty)$ to $x\in (1, \infty)$? A LHD can be randomly generated but a randomly chosen LHD may. Ok, now let me try to pack my whole question in one sentence: Latin hypercube designs (LHDs) have been applied in many computer experiments among the space-filling designs found in the literature. First of all I'm not sure if this part of StackExchange is the right one because my question is mainly on a way to implement something in MATLAB.
0 Comments
Leave a Reply. |
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |