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Latin Hypercube

Posted: Sun Apr 14, 2019 12:05 pm
by RiskGuru
Does RiskyProject run Latin Hypercube?

Re: Latin Hypercube

Posted: Sun Apr 14, 2019 12:06 pm
by bbadmin
No. Latin Hypercube is a sampling technique for Monte Carlo simulations. In many cases, this greatly decreases the time required to run a simulation. RiskyProject incorporates several proprietary algorithms to optimize the risk model and Monte Carlo, which mirrors the performance increases of Latin Hypercube.

Re: Latin Hypercube

Posted: Tue Jul 02, 2019 4:10 am
by Intaver Support
In order to implement Latin Hypercube all samples for all distributions must be generated in advanced, before Monte Carlo simulations of the schedule. In includes distributions for task durations, cost, work, lags, etc. It can be done using multiple processing cores with some limitation. However it reduces calculation performance for medium and small schedules. So we don't use Latin Hypercube in RiskyProject because main purposes of Latin Hypercube may not be achieved for some schedules.