ModifiedLatinHypercubeSampling.jl

Efficient simulation techniques
Author Yohan936
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Updated Last
2 Years Ago
Started In
November 2020

ModifiedLatinHypercubeSampling.jl

A lightweight package for quickly obtaining efficient draws based on Hess, Train, Polak (2006). Function <mlhs(R, D)> provides R draws in D dimensions.

For further details, please refer to the respective paper: Hess, Stephane, Kenneth E. Train and John W. Polak, (2006), "On the Use of a Modified Latin Hypercube Sampling (MLHS) Method in the Estimation of a Mixed Logit Model for Vehicle Choice," Transportation Research Part B, Vol. 40, pp. 147 - 163.