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:
Please watch the following short tutorials to quickly learn random sampling (Monte Carlo Vs. Latin hypercube sampling):
Random Sampling - Tutorial 1 - Introduction
Random Sampling - Tutorial 2 - Monte Carlo
Random Sampling - Tutorial 3 - Monte Carlo Example
Random Sampling - Tutorial 4 - Latin Hypercube Sampling
Random Sampling - Tutorial 5 - Monte Carlo Vs. Latin Hypercube Sampling
Please subscribe to my signal processing channel to see more tutorials:
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.
Iman (2021). lhsgeneral(pd,correlation,n) (https://www.mathworks.com/matlabcentral/fileexchange/56384-lhsgeneral-pd-correlation-n), MATLAB Central File Exchange. Retrieved .
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