| runif.faure {DiceDesign} | R Documentation |
Low discrepancy sequence : Faure
Description
Generate a Faure sequence with n experiments in [0,1]^d.
Usage
runif.faure(n, dimension)
Arguments
n |
the number of experiments |
dimension |
the number of variables (<100) |
Details
A quasirandom or low discrepancy sequence, such as the Faure, Halton, Hammersley, Niederreiter or Sobol sequences, is "less random" than a pseudorandom number sequence, but more useful for such tasks as approximation of integrals in higher dimensions, and in global optimization. This is because low discrepancy sequences tend to sample space "more uniformly" than random numbers.
see randtoolbox or fOptions packages for other low discrepancy sequences.
Value
runif.halton returns a list containing all the
input arguments detailed before, plus the following component:
design |
the design of experiments |
Author(s)
J. Franco
References
Faure H. (1982), Discrepance de suites associees a un systeme de numeration (en dimension s), Acta Arith., 41, 337-351
Examples
f <- runif.faure(20,2)
plot(f$design, xlim=c(0,1), ylim=c(0,1))
xDRDN(f, letter="T", dgts=2, range=c(-10, 10))