LHS, Multivariate Sample Generator by Latin Hypercube Sampling

1 - Description of program or function: LHS was written for the generation of multi variate samples either completely at random or by a constrained randomization termed Latin hypercube sampling (LHS). The generation of these samples is based on user-specified parameters which dictate the characteristics of the generated samples, such as type of sample (LHS or random), sample size, number of samples desired, correlation structure on input variables, and type of distribution specified on each variable. The following distributions are built into the program: normal, lognormal, uniform, log-uniform, triangular, and beta. In addition, the samples from the uniform and log-uniform distributions may be modified by changing the frequency of the sampling within subintervals, and a subroutine which can be modified by the user to generate samples from other distributions (including empirical data) is provided. 2 - Methods: The Latin hypercube technique employs a constrained sampling scheme, whereas random sampling corresponds to a simple Monte Carlo technique. The actual sampled values are used to form vectors of variables commonly used as input to computer models for sensitivity and uncertainty analyses studies. 3 - Restrictions on the complexity of the problem: Maxima of 1000 observations, 50 variables, 50 pairs of correlated variables, and 50 subintervals in the uniform and log-uniform distributions. These restrictions are implemented through the FORTRAN 77 PARAMETER statement