MOLHD (version 0.2)

MmLHD: Generate the optimal Maximin Latin Hypercube Design.

Description

Generate the optimal Maximin Latin Hypercube Design.

Usage

MmLHD(n, p, power = 100, temp0 = 0, nstarts = 1, times = 300,
  maxiter = 1e+06)

Arguments

n

number of runs desired

p

number of variables desired

power

Optional, default is "100". The power parameter r in the average reciprocal inter-point distance measure. When r turns to infinity, minimizing the average reciprocal inter-point distance measure is equivalent to maximizing the minimum distance among the design points.

temp0

Initial temperature

nstarts

Optional, default is "1". The number of random starts

times

Optional, default is "300". The maximum number of non-improving searches allowed. Lower this parameter if you expect the search to converge faster.

maxiter

Optional, default is "1e+06".The maximum total number of iterations for each random start. Lower this number if the design is prohibitively large and you want to terminate the algorithm prematurely to report the best design found

Value

design

The optimal Maximin design matrix

criterion

The opproximate Maximin criterion of the design under chosen "power" parameter

iterations

The total iterations

time_rec

Time to complete the search

Details

This function is to search the optimal Maximin design using columnwise exchange algorithm coupled with the simulated annealing algorithm and several computational shortcuts to improve efficiency.

Examples

# NOT RUN {
#Generate the optimal maximin distance LHD(20,2)
D=MmLHD(n=20,p=2)
D$design
D$criterion
# }