[R] Latin hypercube sampling from a non-uniform distribution

S Ellison S.Ellison at LGCGroup.com
Mon Aug 7 14:36:59 CEST 2017


> How can I draw a Hypercube sample for the variable  mortality_probability  so
> that this variable exhibits the same pattern as the observed distribution?

One simple way is to use the uniform random output of randomLHS as input to the quantile function for your desired distribution(s).

For example:

q <- randomLHS(1000, 3)
colnames(q) <- c("A", "B", "mort")
q[, "mort"] <- qpois(q[,"mort"], 1.5)


S Ellison






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