[R] Latin Hypercube Sampling with a condition

Duarte Viana viana.sptd at gmail.com
Thu Jun 2 16:55:35 CEST 2011


Thanks Rob and Ravi for the replies.

Let me try to explain my problem. I am trying to make a kind of
sensitivity analysis where I have 5 parameters (the margins of the
Latin hypercube), 3 of them are proportions that should sum to one. My
idea is to obtain uniform combinations of the 3 proportion-parameters
with the other two parameters. The uniformity should be maintained in
order to guarantee that each parameter (out of 5) have its own range
of values equally represented (for model output analyses).

Theoretically the 3 proportion-parameters might be regarded as one in
which the configuration of the proportions that sum to one vary. I
think I can visualize it like a set of permutations, more or less like
in the example below:

0.1 - 0.1 - 0.8
0.1 - 0.2 - 0.7
0.1 - 0.3 - 0.6
.
.
.
0.1 - 0.1 - 0.8
0.2 - 0.1 - 0.7
0.3 - 0.1 - 0.6
.
.
.
0.8 - 0.1 - 0.1
0.7 - 0.2 - 0.1
0.6 - 0.3 - 0.1
.
.
.
and so on, until all possible combinations are represented (and doing
it with more values) and then combined with the other two parameters
as to form a Latin hypercube.

The solutions given in the thread sent by Ravi work fine for random
generation of the 3 proportion-parameters, but it is hard to make a
Latin hypercube out of that with two more parameters.


Cheers,

Duarte



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