skip to main content
OSTI.GOV title logo U.S. Department of Energy
Office of Scientific and Technical Information

Title: Fortran 77 program and user's guide for the generation of Latin hypercube and random samples for use with computer models

Abstract

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.

Authors:
;
Publication Date:
Research Org.:
Sandia National Labs., Albuquerque, NM (USA)
Sponsoring Org.:
USDOE
OSTI Identifier:
7091452
Report Number(s):
NUREG/CR-3624; SAND-83-2365
ON: DE84013744
DOE Contract Number:  
AC04-76DP00789
Resource Type:
Technical Report
Resource Relation:
Other Information: Portions are illegible in microfiche products. includes 2 sheets of 24x reduction microfiche
Country of Publication:
United States
Language:
English
Subject:
99 GENERAL AND MISCELLANEOUS//MATHEMATICS, COMPUTING, AND INFORMATION SCIENCE; COMPUTER CALCULATIONS; MULTIVARIATE ANALYSIS; COMPUTER CODES; L CODES; FORTRAN; MONTE CARLO METHOD; SAMPLING; MATHEMATICS; PROGRAMMING LANGUAGES; STATISTICS; 990200* - Mathematics & Computers

Citation Formats

Iman, R L, and Shortencarier, M J. Fortran 77 program and user's guide for the generation of Latin hypercube and random samples for use with computer models. United States: N. p., 1984. Web. doi:10.2172/7091452.
Iman, R L, & Shortencarier, M J. Fortran 77 program and user's guide for the generation of Latin hypercube and random samples for use with computer models. United States. https://doi.org/10.2172/7091452
Iman, R L, and Shortencarier, M J. Thu . "Fortran 77 program and user's guide for the generation of Latin hypercube and random samples for use with computer models". United States. https://doi.org/10.2172/7091452. https://www.osti.gov/servlets/purl/7091452.
@article{osti_7091452,
title = {Fortran 77 program and user's guide for the generation of Latin hypercube and random samples for use with computer models},
author = {Iman, R L and Shortencarier, M J},
abstractNote = {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.},
doi = {10.2172/7091452},
url = {https://www.osti.gov/biblio/7091452}, journal = {},
number = ,
volume = ,
place = {United States},
year = {1984},
month = {3}
}