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I'm looking into Mathematica and I can't find if there is an instruction or a set of them that can perform the Latin Hypercube Sampling, given variable, their interval and possibly relation between them (like a always greater than b)

thank you!

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    $\begingroup$ Perhaps you can enlighten the masses as to what Latin Hypercube Sampling is?! $\endgroup$ – Igor Rivin Sep 26 '14 at 19:36
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    $\begingroup$ Latin hypercube sampling is a statistical method for generating a sample of plausible collections of parameter values from a multidimensional distribution When sampling a function of N variables, the range of each variable is divided into M equally probable intervals. M sample points are then placed to satisfy the Latin hypercube requirements; note that this forces the number of divisions, M, to be equal for each variable. LHS ensures that the ensemble of random numbers is representative of the real variability $\endgroup$ – Yyrkoon Sep 26 '14 at 19:45
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    $\begingroup$ I am almost sure that there are LHS implementations for both Matlab and R – $\endgroup$ – Dr. belisarius Sep 26 '14 at 20:07
  • $\begingroup$ Matlab definitely has it. I have not found anyone using Mathematica that has an LHS code. I checked Demonstrations. I'm thinking of writing one. $\endgroup$ – user29248 May 5 '15 at 4:58
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You can check the next link:

https://sites.google.com/site/efialto/lhc_mathematica

I check the algorithm against the original source, it works!

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  • $\begingroup$ Interesting. Glad someone thought to do this beforehand. Good Question!! $\endgroup$ – Mirko Aveta May 11 '16 at 21:01

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