contents - % lhs_empirco : LHS of multivariate empirical...

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% Sampling utilities % Contents % % Multivariate distribution, no correlation % latin_hs : latin hypercube sampling (LHS) of multivariate normal % distribution % lhsu : LHS of multivariate uniform distribution % lhs_empir : LHS of multivariate empirical distribution % % Multivariate distribution, with correlation % lhs_iman % Conover % lhs_iman_n % Conover, for large correlation matrix % lhs_stein : LHS multivariate normal distribution, method of Stein % ransamp : random sampling from multivariate normal distribution
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Unformatted text preview: % lhs_empirco : LHS of multivariate empirical distribution % % utilities: % ltqnorm : inverse of normal CDF (from Peter J. Acklam) % http://home.online.no/~pjacklam/notes/invnorm/index.html % mchol : modified Cholesky factorization for matrices that are not % quite positive definite (from Brian Borchers) % ranking : ranking of data % rank_corr : inducing rank correlation % % test_sampling : test the sampling utilities % test_sampling2 : example of sampling with corr matrix that is not positive definite % % Budiman (2004) budiman@acss.usyd.edu.au Revised: Nov 2004...
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This note was uploaded on 12/10/2009 for the course ME master taught by Professor Mon during the Spring '09 term at Hanyang University.

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