[Javamath-discuss] Latin Hypercube

[Grant T. <g.t...@us...>]

Forum,

I am trying to reproduce the method of Iman and Conover, 1982 in Java
yet I am unable to find a suitable library/script. The code uses a
correlation/covariance matrix to create quasi-random yet correlated
distributions (as described by the covariance matrix). Sometimes
referred to as a Latin Hypercube Sampling. 

 

Regards

 

Iman, R. L. and W. J. Conover (1982). "A distribution free approach to
inducing rank correlation among input variables." Communications in
Statistics, Part B-Simulation and Computation, 11, 311-333.