Implements Latin Hypercube Sampling (LHS) with \(n\) points in the. More...

Inheritance diagram for umontreal.ssj.hups.LatinHypercube:

Public Member Functions
	LatinHypercube (int n, int dim)
	Constructs the structure for a Latin hypercube with n points in dim dimensions.
void	randomize (RandomStream stream)
	This randomization generates a random LHS point set.
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).
void	randomize (PointSetRandomization rand)
	Randomizes the points using LHS, regardless of what rand is.
String	toString ()
	Formats a string that contains information about the point set.
Public Member Functions inherited from umontreal.ssj.hups.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.
	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.
PointSetIterator	iterator ()
	Constructs and returns a point set iterator that gets the values directly from the cached 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	sortByCoordinate (int j)
	Sorts the cached points by increasing order of coordinate j.
void	stripCoordinates (int d)
	Removes the first d coordinates of each cached point.
double	getCoordinate (int i, int j)
	Returns \(u_{i,j}\), the coordinate \(j\) of the point \(i\).
PointSet	getParentPointSet ()
	Returns the reference point set that was passed to the constructor.
Public Member Functions inherited from umontreal.ssj.hups.PointSet
int	getDimension ()
	Returns the dimension (number of available coordinates) of the points.
int	getNumPoints ()
	Returns the number of points.
void	addRandomShift (RandomStream stream)
	Same as `addRandomShift(0, dim, stream)`, where dim is the dimension of the point set.
void	addRandomShift (int d1, int d2)
	Refreshes the random shift (generates new uniform values for the random shift coordinates) for coordinates d1 to d2-1, using the saved shiftStream.
void	addRandomShift ()
	Same as `addRandomShift(0, dim)`, where dim is the dimension of the point set.
void	clearRandomShift ()
	Erases the current random shift, if any.
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.
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.
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.
String	formatPoints (PointSetIterator iter, int n, int d)
	Same as invoking `formatPoints(n, d)`, but prints the points by calling iter repeatedly.
String	formatPointsBase (int b)
	Similar to `formatPoints()`, but the points coordinates are printed in base \(b\).
String	formatPointsBase (int n, int d, int b)
	Similar to `formatPoints(n, d)`, but the points coordinates are printed in base \(b\).
String	formatPointsBase (PointSetIterator iter, int b)
	Similar to `formatPoints(iter)`, but the points coordinates are printed in base.
String	formatPointsBase (PointSetIterator iter, int n, int d, int b)
	Similar to `formatPoints(iter, n, d)`, but the points coordinates are printed in base \(b\).
String	formatPointsNumbered ()
	Same as invoking `formatPointsNumbered(n, d)` with \(n\) and \(d\) equal to the number of points and the dimension, respectively.
String	formatPointsNumbered (int n, int d)
	Same as invoking `formatPoints(n,d)`, except that the points are numbered.

Additional Inherited Members
Static Public Member Functions inherited from umontreal.ssj.hups.PointSet
static int	getMaxBits ()
	Returns the maximum number of usable bits.
Protected Member Functions inherited from umontreal.ssj.hups.CachedPointSet
void	fillCache (int fromDim, int dim)
	Caches the points, skipping fromDim coordinates and taking the next dim ones.
Protected Attributes inherited from umontreal.ssj.hups.PointSet
double	EpsilonHalf = 1.0 / Num.TWOEXP[55]
	To avoid 0 for nextCoordinate when random shifting, we add this to each coordinate.
int	dim = 0
	Dimension of the points.
int	numPoints = 0
	Number of points.
int	dimShift = 0
	Current dimension of the shift.
int	capacityShift = 0
	Number of array elements in the shift vector, always >= dimShift.
double[]	shift
	This is the shift vector as a double[] array, which contains the current random shift in case we apply a random shift modulo 1.
RandomStream	shiftStream
	Stream used to generate the random shifts.
Static Protected Attributes inherited from umontreal.ssj.hups.PointSet
static final int	MAXBITS = 31
	Since Java has no unsigned type, the 32nd bit cannot be used efficiently, so we have only 31 bits.
Package Functions inherited from umontreal.ssj.hups.CachedPointSet
public< T > void	sort (MultiDimSort< T > sort)
	Sorts the cached points (only) with the given.

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.

Definition at line 47 of file LatinHypercube.java.

Constructor & Destructor Documentation

◆ LatinHypercube()

umontreal.ssj.hups.LatinHypercube.LatinHypercube	(	int	n,
		int	dim )

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

Parameters

n	number of points
dim	dimension of the points set

Definition at line 58 of file LatinHypercube.java.

Member Function Documentation

◆ addRandomShift()

void umontreal.ssj.hups.LatinHypercube.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.

Reimplemented from umontreal.ssj.hups.CachedPointSet.

Definition at line 94 of file LatinHypercube.java.

◆ randomize() [1/2]

void umontreal.ssj.hups.LatinHypercube.randomize ( PointSetRandomization rand )

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

Equivalent to randomize (rand.getStream).

Reimplemented from umontreal.ssj.hups.CachedPointSet.

Definition at line 102 of file LatinHypercube.java.

◆ randomize() [2/2]

void umontreal.ssj.hups.LatinHypercube.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

stream Random stream to generate the permutations and the random points in the intervals

Definition at line 73 of file LatinHypercube.java.

◆ toString()

String umontreal.ssj.hups.LatinHypercube.toString ( )

Formats a string that contains information about the point set.

Returns: string representation of the point set information

Reimplemented from umontreal.ssj.hups.CachedPointSet.

Definition at line 106 of file LatinHypercube.java.

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

src/main/java/umontreal/ssj/hups/LatinHypercube.java

SSJ API Documentation Stochastic Simulation in Java

Public Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ LatinHypercube()

Member Function Documentation

◆ addRandomShift()

◆ randomize() [1/2]

◆ randomize() [2/2]

◆ toString()