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Stratified sampling and Latin hypercube designs — seeded, exact stratification of the unit interval / hypercube.
Functions§
- latin_
hypercube - An
n x dimsLatin hypercube: every dimension is exactly stratified (one point per stratum), with independent random pairings across dimensions. Deterministic per seed. - stratified_
normals nstratified standard normals (stratified uniforms through the inverse normal CDF).- stratified_
uniforms nstratified uniforms: exactly one jittered draw per stratum[i/n, (i+1)/n). Cuts the variance of smooth 1-D integrands from O(1/n) to O(1/n^3). Deterministic per seed.