Statistics Toolbox    
lhsdesign

Generate a latin hypercube sample

Syntax

Description

X = lhsdesign(n,p) generates a latin hypercube sample X containing n values on each of p variables. For each column, the n values are randomly distributed with one from each interval (0,1/n), (1/n,2/n), ..., (1-1/n,1), and they are randomly permuted.

X = lhsdesign(...,'smooth','off') produces points at the midpoints of the above intervals: 0.5/n, 1.5/n, ..., 1-0.5/n. The default is 'on'.

X = lhsdesign(...,'criterion','c') iteratively generates latin hypercube samples to find the best one according to the criterion 'c', which can be:

'none'
No iteration
'maximin'
Maximize minimum distance between points
'correlation'
Reduce correlation

X = lhsdesign(...,'iterations',k) iterates up to k times in an attempt to improve the design according to the specified criterion. Default is K = 5.

Latin hypercube designs are useful when you need a sample that is random but that is guaranteed to be relatively uniformly distributed over each dimension.

See Also

lhsnorm, unifrnd


  leverage lhsnorm