A user`s guide to LHS: Sandia`s Latin Hypercube Sampling Software

摘要

This document is a reference guide for LHS, Sandia`s Latin Hypercube Sampling Software. This software has been developed to generate either Latin hypercube or random multivariate samples. The Latin hypercube technique employs a constrained sampling scheme, whereas random sampling corresponds to a simple Monte Carlo technique. The present program replaces the previous Latin hypercube sampling program developed at Sandia National Laboratories (SAND83-2365). This manual covers the theory behind stratified sampling as well as use of the LHS code both with the Windows graphical user interface and in the stand-alone mode.