clhs

MaRDI QIDQ28963swMATHCRANFDO

Authors Pierre Roudier

Last update 20 October 2025

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 0.9.0, PACKAGES.rds, 0.4-3, 0.5-0, 0.5-1, 0.5-4, 0.5-5, 0.5-6, 0.5-7, 0.6-0, 0.7-0, 0.7-2, 0.7-3, 0.8.1, 0.9.2

Official website https://cran.r-project.org/web/packages/clhs/index.html

Source code repository https://github.com/cran/clhs

Description

Conditioned Latin hypercube sampling, as published by Minasny and McBratney (2006) <doi:10.1016/j.cageo.2005.12.009>. This method proposes to stratify sampling in presence of ancillary data. An extension of this method, which propose to associate a cost to each individual and take it into account during the optimisation process, is also proposed (Roudier et al., 2012, <doi:10.1201/b12728>).

Cites work

• A conditioned Latin hypercube method for sampling in the presence of ancillary information
• Digital Soil Assessments and Beyond

Cited in

(7)

• Regression modeling for the valuation of large variable annuity portfolios
• AN EFFECTIVE BIAS-CORRECTED BAGGING METHOD FOR THE VALUATION OF LARGE VARIABLE ANNUITY PORTFOLIOS
• Efficient Greek Calculation of Variable Annuity Portfolios for Dynamic Hedging: A Two-Level Metamodeling Approach
• Latin Hypercube Sampling
• sgsR
• An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios
• dgpsi

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