QUnif {GLDEX} | R Documentation |
Quasi Randum Numbers via Halton Sequences
Description
These functions provide quasi random numbers or space filling or
low discrepancy sequences in the p
-dimensional unit cube.
Usage
sHalton(n.max, n.min = 1, base = 2, leap = 1)
QUnif (n, min = 0, max = 1, n.min = 1, p, leap = 1)
Arguments
n.max |
maximal (sequence) number. |
n.min |
minimal sequence number. |
n |
number of |
base |
integer |
min , max |
lower and upper limits of the univariate intervals.
Must be of length 1 or |
p |
dimensionality of space (the unit cube) in which points are generated. |
leap |
integer indicating (if |
Value
sHalton(n,m)
returns a numeric vector of length n-m+1
of
values in [0,1]
.
QUnif(n, min, max, n.min, p=p)
generates n-n.min+1
p-dimensional points in [min,max]^p
returning a numeric matrix
with p columns.
Note
For leap
Kocis and Whiten recommend values of
L=31,61,149,409
, and particularly the L=409
for dimensions
up to 400.
Author(s)
Martin Maechler
References
James Gentle (1998) Random Number Generation and Monte Carlo Simulation; sec.\ 6.3. Springer.
Kocis, L. and Whiten, W.J. (1997) Computationsl Investigations of Low-Discrepancy Sequences. ACM Transactions of Mathematical Software 23, 2, 266–294.
Examples
32*sHalton(20, base=2)
QUnif(n=10,p=2,leap=409)