[R] Latin Hypercube Sampling when parameters are defined according to specific probability distributions
nell.redu at hotmail.fr
Fri May 26 17:55:28 CEST 2017
I would like to perform a sensitivity analysis using a Latin Hypercube Sampling (LHS).
Among the input parameters in the model, I have a parameter dispersal distance which is defined according to an exponential probability distribution.
In the model, the user thus sets a default probability value for each distance class.
For example, for distances ([0 2]; ]2 4]; ]4 6]; ]6 8]; ]8 10];
; ]48 50],
respective probabilities are 0.055; 0.090; 0.065; 0.035; 0.045;
Here is the code to represent an exponential probability distribution for the parameter dispersal distance:
foo <- rexp(100, rate = 1/10)
hist(foo, prob=TRUE, breaks=20, ylim=c(0,0.1), xlab ="Distance (km)")
lines(dexp(seq(1, 100, by = 1), rate = 1/mean(foo)),col="red")
When a parameter is defined according to a specific probability distribution, how can I perform a LHS ?
For example, should I sample N values from a uniform distribution for each distance class (i.e., [0 2]; ]2 4]; ]4 6]; ]6 8]; ]8 10];
; ]48 50])
or sample N values from exponential distributions with different rates ?
Here is the code used to perform a LHS when the parameter dispersal distance is defined by one default value in the model:
factors <- c("distance")
q <- c("qexp")
q.arg <- list( list(rate=1/30) )
uncoupledLHS <- LHS(model=NULL, factors, 50, q, q.arg)
Thanks a lot for your time.
Have a nice day
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