SSJ  3.2.1
Stochastic Simulation in Java
Public Member Functions | Protected Attributes | List of all members
LatinHypercube Class Reference

Implements Latin Hypercube Sampling (LHS) with \(n\) points in the \(s\)-dimensional unit hypercube. More...

Inheritance diagram for LatinHypercube:
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Collaboration diagram for LatinHypercube:
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Public Member Functions

 LatinHypercube (int n, int dim)
 Constructs the structure for a Latin hypercube with n points in dim dimensions. More...
 
void randomize (RandomStream stream)
 This randomization generates a random LHS point set. More...
 
void addRandomShift (int fromDim, int toDim, RandomStream stream)
 Random shifts and partial randomizations are irrelevant here, so this method is redefined to be equivalent to randomize (stream). More...
 
void randomize (PointSetRandomization rand)
 Randomizes the points using LHS, regardless of what rand is. More...
 
String toString ()
 
- Public Member Functions inherited from CachedPointSet
 CachedPointSet (PointSet P, int fromPoint, int toPoint, int fromDim, int toDim)
 Creates a new PointSet object that contains an array storing the coordinates fromDim (inclusive) to toDim (exclusive) of the points numbered fromPoint (inclusive) to toPoint (exclusive) of P. More...
 
 CachedPointSet (PointSet P, int n, int dim)
 Same as CachedPointSet(P, 0, n, 0, dim).
 
 CachedPointSet (PointSet P)
 Creates a new PointSet object that contains an array storing the points of P. More...
 
PointSetIterator iterator ()
 Constructs and returns a point set iterator which gets the values directly from the array.
 
void setRandomizeParent (boolean randomizeParent)
 If randomizeParent is true, calls to randomize() will be defered to the parent point set (this is the default); otherwise, the randomize method of the PointSetRandomization instance is invoked with this CachedPointSet instance as its argument.
 
void addRandomShift (int d1, int d2, RandomStream stream)
 Add the shift to the contained point set and re-caches the points. More...
 
void randomize (PointSetRandomization rand)
 Randomizes the underlying point set using rand and re-caches the points. More...
 
void sortByCoordinate (int j)
 Sorts the cached points by increasing order of coordinate j. More...
 
void stripCoordinates (int d)
 Removes the first d coordinates of each cached point. More...
 
String toString ()
 
double getCoordinate (int i, int j)
 
double [][] getArray ()
 
PointSet getParentPointSet ()
 Returns the reference point set that was passed to the constructor.
 
- Public Member Functions inherited from PointSet
int getDimension ()
 Returns the dimension (number of available coordinates) of the point set. More...
 
int getNumPoints ()
 Returns the number of points. More...
 
abstract double getCoordinate (int i, int j)
 Returns \(u_{i,j}\), the coordinate \(j\) of the point \(i\). More...
 
PointSetIterator iterator ()
 Constructs and returns a point set iterator. More...
 
void setStream (RandomStream stream)
 Sets the random stream used to generate random shifts to stream. More...
 
RandomStream getStream ()
 Returns the random stream used to generate random shifts. More...
 
void randomize (PointSetRandomization rand)
 Randomizes the point set using the given rand. More...
 
void addRandomShift (int d1, int d2, RandomStream stream)
 This method does nothing for this generic class. More...
 
void addRandomShift (RandomStream stream)
 This method does nothing for this generic class. More...
 
void addRandomShift (int d1, int d2)
 Similar to addRandomShift(d1, d2, stream), with the current random stream.
 
void addRandomShift ()
 Similar to addRandomShift(0, d2, stream) with the current random stream and d2 the dimension of the current random shift.
 
void clearRandomShift ()
 Erases the current random shift, if any.
 
void randomize (int fromDim, int toDim, RandomStream stream)
 By default, this method simply calls addRandomShift (fromDim, toDim, stream), which does nothing.
 
void randomize (RandomStream stream)
 By default, this method simply calls randomize(0, dim, stream).
 
void randomize (int d1, int d2)
 By default, this method simply calls addRandomShift(d1, d2).
 
void randomize ()
 By default, this method simply calls addRandomShift().
 
void unrandomize ()
 By default, this method simply calls clearRandomShift().
 
String toString ()
 Formats a string that contains information about the point set. More...
 
String formatPoints ()
 Same as invoking formatPoints(n, d) with \(n\) and \(d\) equal to the number of points and the dimension of this object, respectively. More...
 
String formatPoints (int n, int d)
 Formats a string that displays the same information as returned by toString, together with the first \(d\) coordinates of the first \(n\) points. More...
 
String formatPoints (PointSetIterator iter)
 Same as invoking formatPoints(iter, n, d) with \(n\) and \(d\) equal to the number of points and the dimension, respectively. More...
 
String formatPoints (PointSetIterator iter, int n, int d)
 Same as invoking formatPoints(n, d), but prints the points by calling iter repeatedly. More...
 
String formatPointsBase (int b)
 Similar to formatPoints(), but the points coordinates are printed in base \(b\). More...
 
String formatPointsBase (int n, int d, int b)
 Similar to formatPoints(n, d), but the points coordinates are printed in base \(b\). More...
 
String formatPointsBase (PointSetIterator iter, int b)
 Similar to formatPoints(iter), but the points coordinates are printed in base \(b\). More...
 
String formatPointsBase (PointSetIterator iter, int n, int d, int b)
 Similar to formatPoints(iter, n, d), but the points coordinates are printed in base \(b\). More...
 
String formatPointsNumbered ()
 Same as invoking formatPointsNumbered(n, d) with \(n\) and \(d\) equal to the number of points and the dimension, respectively. More...
 
String formatPointsNumbered (int n, int d)
 Same as invoking formatPoints(n,d), except that the points are numbered. More...
 

Protected Attributes

double delta
 
- Protected Attributes inherited from CachedPointSet
PointSet P
 
double x [][]
 
- Protected Attributes inherited from PointSet
double EpsilonHalf = 1.0 / Num.TWOEXP[55]
 
int dim = 0
 
int numPoints = 0
 
int dimShift = 0
 
int capacityShift = 0
 
RandomStream shiftStream
 

Additional Inherited Members

- Protected Member Functions inherited from CachedPointSet
void fillCache (int fromDim, int dim)
 
- Static Protected Attributes inherited from PointSet
static final int MAXBITS = 31
 
- Package Functions inherited from CachedPointSet
public< T > void sort (MultiDimSort< T > sort)
 Sorts the cached points (only) with the given umontreal.ssj.util.MultiDimSort sorting algorithm sort. More...
 
- Package Attributes inherited from CachedPointSet
int fromPoint = 0
 
int fromDim = 0
 
boolean randomizeParent = true
 

Detailed Description

Implements Latin Hypercube Sampling (LHS) with \(n\) points in the \(s\)-dimensional unit hypercube.

Each axis of the hypercube is divided into \(n\) intervals of length \(1/n\). The randomized point set has the property that for each coordinate \(j\), there is exactly one point with coordinate \(j\) in each interval on length \(1/n\).

To generate the points, for each coordinate \(j\) we generate a random permutation \(\pi_j\) of the \(n\) intervals. Then, for point \(i\), we generate coordinate \(j\) randomly uniformly in the interval number \(\pi_j(i)\). The points are enumerated by order of their first coordinate.

Constructor & Destructor Documentation

◆ LatinHypercube()

LatinHypercube ( int  n,
int  dim 
)

Constructs the structure for a Latin hypercube with n points in dim dimensions.

Parameters
nnumber of points
dimdimension of the points set

Member Function Documentation

◆ addRandomShift()

void addRandomShift ( int  fromDim,
int  toDim,
RandomStream  stream 
)

Random shifts and partial randomizations are irrelevant here, so this method is redefined to be equivalent to randomize (stream).

The parameters fromDim and toDim are not used.

◆ randomize() [1/2]

void randomize ( RandomStream  stream)

This randomization generates a random LHS point set.

The points are sorted by their first coordinate. The LHS points are defined only after this method has been called.

Parameters
streamRandom stream to generate the permutations and the random points in the intervals

◆ randomize() [2/2]

void randomize ( PointSetRandomization  rand)

Randomizes the points using LHS, regardless of what rand is.

Equivalent to randomize (rand.getStream).


The documentation for this class was generated from the following file: