Command:
setCorrelationStein ( |
|
What:
Sets the correlation method between factors to Stein method. This method is useful when the user is given an empirical correlated sample and s/he wants to generate a Latin Hypercube Sample with the same correlation structure of the given sample.
Parameters:
numFactors [integer] |
the number of factors (e.g. columns in the sample matrix) |
numSamples [integer] |
the number of samples (e.g. rows in the sample matrix) |
corrSample [matrix of double] |
the correlated sample to start from. It must be a matrix NxM with N the number of samples and M the number of factors |
Return:
error_code [int]: 1 if the operation has occurred without errors, 0 if an error has occurred
Examples:% sampleIman is a given empirical NxM sample matrix
setCorrelationStein(3,10,sampleIman)
sampleStein=createSample
sampleStein=createSample
this command in Matlab returns in the variable sample an NxM matrix containing the generated sample, where N is the number of runs and M the number o input variables.
About the correlation method:
In order to use the Stein (see [23])
methods the user provides a sample matrix that contains a correlated
sample (in the form of, e.g, a random sample, or an empirical sample
obtained by an experiment). The method generates an LHS (or a
replicated-LHS) sample that has the same correlation of the sample
provided by the user.