# Latin Hypercube Sampling

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!

• Perhaps you can enlighten the masses as to what Latin Hypercube Sampling is?! – Igor Rivin Sep 26 '14 at 19:36
• 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 – Yyrkoon Sep 26 '14 at 19:45
• I am almost sure that there are LHS implementations for both Matlab and R – – Dr. belisarius Sep 26 '14 at 20:07
• 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. – user29248 May 5 '15 at 4:58