lhsgeneral(pd,corre​lation,n)

バージョン 1.2.0.0 (3.52 KB) 作成者: Iman
This function implements Latin hypercube sampling method for correlated random variables.
ダウンロード: 994
更新 2017/3/7

ライセンスの表示

This function is developed to generate different realizations of correlated random variables using Latin hypercube sampling method. To learn more about this function, please watch the following tutorial:
https://www.youtube.com/watch?v=pVgKwqN621s
Please watch the following short tutorials to quickly learn random sampling (Monte Carlo Vs. Latin hypercube sampling):
Random Sampling - Tutorial 1 - Introduction
https://www.youtube.com/watch?v=kKpqGcCUFF8&index=1&list=PLJ-OcUCIty7fJQiAdjMjBiCbBkT563iSY
Random Sampling - Tutorial 2 - Monte Carlo
https://www.youtube.com/watch?v=M9hjdX97Z3s&index=2&list=PLJ-OcUCIty7fJQiAdjMjBiCbBkT563iSY

Random Sampling - Tutorial 3 - Monte Carlo Example
https://www.youtube.com/watch?v=mATm9eCtJaQ&index=3&list=PLJ-OcUCIty7fJQiAdjMjBiCbBkT563iSY

Random Sampling - Tutorial 4 - Latin Hypercube Sampling
https://www.youtube.com/watch?v=H0RZ1uezuuw&index=4&list=PLJ-OcUCIty7fJQiAdjMjBiCbBkT563iSY

Random Sampling - Tutorial 5 - Monte Carlo Vs. Latin Hypercube Sampling
https://www.youtube.com/watch?v=2u4YlhrrDQE&index=5&list=PLJ-OcUCIty7fJQiAdjMjBiCbBkT563iSY

Please subscribe to my signal processing channel to see more tutorials:
https://www.youtube.com/channel/UCVkatNMgkEdpWLhH0kBqqLw

Acknowledgements:
This submission is developed for 2060 Project at the Institute for Integrated Energy Systems at the University of Victoria, Canada. The project has been funded by Pacific Institute for Climate Solutions, Natural Resources Canada and Natural Sciences and Engineering Research Council of Canada. This funding is gratefully acknowledged.

引用

Iman (2024). lhsgeneral(pd,correlation,n) (https://www.mathworks.com/matlabcentral/fileexchange/56384-lhsgeneral-pd-correlation-n), MATLAB Central File Exchange. 取得済み .

MATLAB リリースの互換性
作成: R2013b
すべてのリリースと互換性あり
プラットフォームの互換性
Windows macOS Linux
カテゴリ
Help Center および MATLAB AnswersIndustrial Statistics についてさらに検索
謝辞

ヒントを与えたファイル: Continuous Distribution Latin Hypercube Sampling Functions

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!
バージョン 公開済み リリース ノート
1.2.0.0

description update.
description update.
adding youtube channel
description update.
bug fix. Very special thanks to EAnane for finding and fixing the issue!
Big update on the algorithm used.
description update.
description update.
description update.
image update
link update.
Description update.
title update
Description Update.

1.1.0.0

Description Update.

1.0.0.0

File Update.
Description Update.
Description update.
Title change.
Description update.
Description update.
Videos added.

Description Update.
Description update.
Description update.