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Sobol and Latin Hypercube design of experiments (DOE) and sensitivity analysis studies

version 1.0.0.1 (6.1 KB) by Ryan Chladny
This function can be used to generate either a Latin hypercube or Sobol quasi-random sets

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Updated 01 Sep 2016

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% This function is used to generate either a Latin hypercube or sobol
% quasi-random set based on user supplied constraints and desired size
% for the purpose of sensitivity analyzes or GA population initialization
% NOTE: The Statistics Toolbox is required
%% Example usage:
% In this example, 4 design variables are defined implicitly via a matrix
% that expresses the upper and lower bounds (first and second row respectively)
%
% Any variables requiring integer constraints are set through a
% vector of flags with the indices corresponding to their respective
% variables. True indicates the variable is integer constrained.
% In the case below, only the third variable has integer constraints
% applied
%
% A call to this function, in this example will create a 200 x N variable
% sobol set within the bounds and constraints applied.
%
% myDOEbnds = [-1.75, 32.4, -1, -234.2; 3.95, 112.56, 9, 156.37];
% myDOEintcon = [0 0 1 0];
% myDOEset = createdoe(200,myDOEbnds,myDOEintcon,'sobol',true);
%

Cite As

Ryan Chladny (2021). Sobol and Latin Hypercube design of experiments (DOE) and sensitivity analysis studies (https://www.mathworks.com/matlabcentral/fileexchange/48573-sobol-and-latin-hypercube-design-of-experiments-doe-and-sensitivity-analysis-studies), MATLAB Central File Exchange. Retrieved .

Comments and Ratings (1)

Johannes

Thanks for sharing!

MATLAB Release Compatibility
Created with R2014b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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