Computes the estimated weighted covariance matrix.
Computes the estimated weighted covariance matrix. The code has been written from the implementation of the function cov.wt in R 2.15.2. The weights are not renormalized.
Draws a Latin Hypercube Sample from a set of uniform distributions.
Draws a Latin Hypercube Sample from a set of uniform distributions.
number of samples
number of factors
the random number generator used
Pick randomly a theta according to their associated weights.
Pick randomly a theta according to their associated weights. The weights are renormalized in the method.