STK_SAMPLING_OLHS generates a random Orthogonal Latin Hypercube (OLH) sample
CALL: X = stk_sampling_olhs (N)
generates a random Orthogonal Latin Hypercube (OLH) sample X, using the
construction of Ye (1998). The algorithm only works for sample sizes N
of the form 2^(R+1)+1, with R >= 1. Trying to generate an OLHS with a
value of N that is not of this form generates an error. The number of
factors is D = 2*R, and the OLHS is defined on [-1; 1]^D.
CALL: X = stk_sampling_olhs (N, D)
does exactly the same thing, provided that there exists an integer R
such that N = 2^(R+1)+1 and D = 2*R (or D is empty).
CALL: X = stk_sampling_olhs (N, D, BOX)
generates an OLHS on BOX. Again, D can be empty since the number of
factors can be deduced from N.
CALL: X = stk_sampling_olhs (N, D, BOX, PERMUT)
uses a given permutation PERMUT, instead of a random permutation, to
initialize the construction of Ye (1998). As a result, the generated
OLHS is not random anymore. PERMUT must be a permutation of 1:2^R. If
BOX is empty, then the default domain [-1, 1]^D is used.
NOTE: orthogonality
The samples generated by this functions are only orthogonal, stricty-
speaking, if BOX is a symmetric domain (e.g., [-1, 1] ^ D). Otherwise,
the generated samples should be called "uncorrelated".
REFERENCE
Kenny Q. Ye, "Orthogonal Column Latin Hypercubes and Their
Application in Computer Experiments", Journal of the American
Statistical Association, 93(444), 1430-1439, 1998.
http://dx.doi.org/10.1080/01621459.1998.10473803
See also: stk_sampling_randomlhs, stk_sampling_maximinlhs