FULL FACTORIAL A full factorial design evaluates the response of every possible combination of factors and factor levels.

Such a design is beneficial for calculating all main and interaction effects. The use of a full factorial design is only practical when the number of factors and the number of factor levels is small. The use of full factorial design for a situation involving a large number of factors/factor levels becomes computationally expensive. The following example illustrates full factorial design:

The following example illustrates the problem associated with the use of full factorial design for studies with a large number of factors/factor levels:

LATIN HYPERCUBE Latin Hypercube design randomly samples the entire design space which is broken down into equal-probability regions (where r is the number of runs and n is the number of input variables).

Latin Hypercube design can be looked upon as a stratified Monte Carlo sampling where the pairwise correlations can be minimized to a small value (which is essential for uncorrelated parameter estimates) or else set to a desired value. Latin Hypercube design is especially useful in exploring the interior of the parameter space, and for limiting the experiment to a fixed (user specified) number of runs. HyperStudy attempts to bring the pairwise correlation values close to zero.

The available sampling methods are:

Monte Carlo Monte-Carlo is the most commonly used sampling method when samples have to be generated. The principle is extremely simple: samples are randomly drawn, according to the distribution assigned to each variable. Nevertheless, beyond this simplicity, some tricks remain (such as correct distribution choice, use of a good random generator). The first and obvious interest of this method is its ease of use. The main drawback and a counterpart of this purely random selection of samples in the design space is that a huge number of samples are theoretically needed to achieve a good representation of the phenomenon under study. A commonly admitted rule refer to works in the field of reliability for instance is that to estimate a failure probability with an accuracy of 10-n , 10n+1 samples are needed. Many techniques were developed in order to increase the efficiency of the pure Monte Carlo sampling. Amongst them, variance reduction techniques or descriptive samplings are often mentioned. Latin Hypercube - simple - best - optimal Latin Hypercube based schemes are smarter ways of sampling the variables, aiming to a more efficient covering of the design space. Illustration: assuming a two dimensions space, Latin Hypercube resumes guaranteeing that we will pick one point per line and per column. Left, a MCS sampling, right a LH sampling:

So, for the same effort (number of points), Latin hypercube offers a more efficient spread over the design space.

Latin Hypercube sampling can be improved by various techniques. In the present release a so-called Best LH has been integrated: It is based on the repetition of simple LH plans, selecting amongst the plans the best one (in the sense of the maximization of a distance measure between samples in the design space, which is a way to guarantee an optimal covering). An Optimal Latin Hypercube is also proposed: The OLH sampling uses an optimization algorithm to maximize the distance measure between all samples. This leads to optimal design space covering but samples generation can be long for large number of samples and design variables. In parallel to these random-based sampling approaches, a series of method related to DOE (Design of Experiments) are provided. In the following methods, levels are pre-defined for the variables and combinations of variables at those levels are selected. Grid Generation A Grid Generation means to select independently for each variable a number of levels. The number of generated samples is then the product of these numbers of levels. For DOE, in most of the cases, two levels (min and max) or three levels (min, mean and max value) are considered. Full factorial Full factorial is obtained by using p levels for each variable. This leads, for n variables to pn samples. Fractional Factorial - resolution IV - resolution V These are reduced factorial designs, where thanks to aliasing techniques number of needed samples is reduced (compared to the pn samples defined in full factorial designs). A-Optimal A-Optimal designs are based on the selection amongst pn samples created in a full factorial design of the most important samples. Importance is defined by ranking samples according to their contribution of the variance of the problem. Remark: In the current release, A-Optimal is limited to 8 variables. Besides random and DOE-based samplings, a last option is proposed:

User defined For the User defined mode, you may either directly type in the samples values or load an ASCII file.