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lhsgeneral(pd,corre​lation,n)

version 1.2.0.0 (3.52 KB) by Iman
This function implements Latin hypercube sampling method for correlated random variables.

776 Downloads

Updated 07 Mar 2017

View License

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.

Cite As

Iman (2021). lhsgeneral(pd,correlation,n) (https://www.mathworks.com/matlabcentral/fileexchange/56384-lhsgeneral-pd-correlation-n), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2013b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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