Construction of nearly orthogonal Latin hypercube designs

Ifigenia Efthimiou, Stelios Georgiou () and Min-Qian Liu

Metrika: International Journal for Theoretical and Applied Statistics, 2015, vol. 78, issue 1, 45-57

Abstract: The Latin hypercube design (LHD) is a popular choice of experimental design when computer simulation is used to study a physical process. In this paper, we propose some methods for constructing nearly orthogonal Latin hypercube designs (NOLHDs) with 2, 4, 8, 12, 16, 20 and 24 factors having flexible run sizes. These designs can be very useful when orthogonal Latin hypercube designs (OLHDs) of the needed sizes do not exist. Copyright Springer-Verlag Berlin Heidelberg 2015

Keywords: Periodic autocorrelation function; Circulant matrix; Computer experiment; 62K05; 62K20 (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:spr:metrik:v:78:y:2015:i:1:p:45-57

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DOI: 10.1007/s00184-014-0489-5

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