Fortran 77 program and user's guide for the generation of Latin hypercube and random samples for use with computer models
This document has been designed for users of the computer program developed by the authors at Sandia National Laboratories for the generation of 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 generation of these samples is based on information supplied to the program by the user describing the variables or parameters used as input to the computer model. The actual sampled values are used to form vectors of variables commonly used as input to computer models for purposes of sensitivity and uncertainty analysis studies. The present program replaces the previous Latin hypercube sampling program developed at Sandia National Laboratories (Iman, Davenport, and Zeigler, 1980). The present version is written using FORTRAN 77 and greatly extends the program while making the program portable and user friendly.
- Research Organization:
- Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
- Sponsoring Organization:
- USDOE
- DOE Contract Number:
- AC04-76DP00789
- OSTI ID:
- 7091452
- Report Number(s):
- NUREG/CR-3624; SAND-83-2365; ON: DE84013744
- Resource Relation:
- Other Information: Portions are illegible in microfiche products. includes 2 sheets of 24x reduction microfiche
- Country of Publication:
- United States
- Language:
- English
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