A FORTRAN 77 Program and User's Guide for the Generation of Latin Hypercube and Random Samples for Use with Computer Models |
Common terms and phrases
bution CHKSTR computer model COMPUTER OUTPUT computer program CORR CORRELATION MATRIX TITLE correlation structure corresponding Cumulative Distribution Function density function DISCRETE PROBABILITY DISTRIBUTION distri ECHO OF INPUT EMPIRICAL DATA empirical distribution function endpoints EXAMPLE OF LOGNORMAL FIELD FOR NAMING FORTRAN 77 frequency Iman and Conover INPUT PARAMETERS INPUT RANK CORRELATION INPUT VARIABLES CREATED integer interval number LATIN HYPERCUBE SAMPLE LHS OUTPUT EXAMPLE line of information LOGNORMAL DISTRIBUTION Loguniform Distribution main program NAMING INPUT VARIABLE NOBS normal distribution NREPS NTIS NUMBER OF OBSERVATIONS number of variables OPTIONAL FIELD output file OUTPUT FOR EXAMPLE random number RANDOM SAMPLE RANDOM SEED random variable RANK CORRELATION MATRIX REQUIRED BY USRDST restricted pairing technique sample data SAMPLE INPUT VECTORS SAMPLE VALUES Sandia National Laboratories Section selected SETUP FOR LHS specific values Standard Beta Distribution subroutine USRDST Table triangular distribution truncated U.S. Department U.S. Nuclear Regulatory uniform distribution USER SUPPLIED DISTRIBUTION