Algorithm 5: Micmicking protocol for contingency-kD-lattice for scenario-III

Input: $N\times K$ data matrix ${\mathcal{M}}_0=\left[X_k\left[i\right]\right]$, a tree structured contingency-kD lattice, and a threshold $n_T$. Output: A simulated data matrix. Simulate cell counts by Algorithm 3 with rules set for all categorical variables. Simulate variable values by Algorithm 4 within each obtained blocks with size larger than $n_T$ for all continuous variables.