/* LHS */ new; cls; nn=10; dim=3; x=LHS(nn,dim); library pgraph; graphset; _plctrl=-1; xyz(x[.,1],x[.,2],x[.,3]); /* ** LHS.txt - Latin Hypercube U(0,1). ** (C) Copyright 2005 Yosuke Amijima. All Rights Reserved. ** ** Purpose: Calculates Latin Hypercube numbers in a very easy way. New algorithm. ** ** Format: x=LHS(nn,dim); ** ** Input: nn scalar, max number of index (1,2,3,...,nn) ** ** dim scalar, dimension (1,...,dim) ** ** ** Output: x matrix , (nn^dim) x (dim) of resulting U(0,1) numbers ** ** Notice: It takes lots of memory to run. Light version of GAUSS will not work in most cases. ** ** This procedure uses procedure 'dimindex' inside. */ proc LHS(nn,dim); local indexvec,d,U,i,index; indexvec=dimindex(nn,dim); /* divide between 0 and 1 into nn segments and sample from each segment */ d=1/nn; U=(d*indexvec-d*(indexvec-1)).*rndu(nn^dim,dim)+d*(indexvec-1); do while NOT(U>0); /* check if U contains 0's */ U=(d*indexvec-d*(indexvec-1)).*rndu(nn^dim,dim)+d*(indexvec-1); endo; /* randomize the order as a row */ x=zeros(nn^dim,dim); i=1; do while i<=nn^dim-1; index=ceil((nn^dim-(i-1))*rndu(1,1)); x[i,.]=U[index,.]; if index==1; U=U[2:rows(U),.]; elseif index==rows(U); U=U[1:rows(U)-1,.]; else; U=U[1:(index-1) (index+1):rows(U),.]; endif; i=i+1; endo; x[nn^dim,.]=U; retp(x); endp; /* ** dimindex.txt - Dimension Indexing. ** (C) Copyright 2005 Yosuke Amijima. All Rights Reserved. ** ** Purpose: Gets index numbers for given dimension in a very easy way. ** ** Format: y=dimindex(nn,dim); ** ** Input: nn scalar, max number of index (1,2,3,...,nn) ** ** dim scalar, dimension (1,...,dim) ** ** ** Output: y matrix , (nn^dim) x (dim) of resulting index matrix ** ** Notice: It takes lots of memory to run. Light version of GAUSS will not work in most cases. ** Here, index starts from 1 as in GAUSS. */ proc dimindex(nn,dim); local x,b,n,z,y; /* convert x(base 10) to y(base b) */ x=seqa(1,1,nn^dim-1); b=nn; n=maxc(log(x)/log(b))+1; z=reshape(b,n,rows(x)); y=rev(recserrc(x,z))'; /* adjustments */ y=y+1; /* shift all elements by 1 */ y=ones(1,dim)|y; /* insert 1's at the 1st row */ retp(y); endp;