SobolSequence-package {SobolSequence} | R Documentation |
Sobol Sequence
Description
R implementation of S. Joe and F. Y. Kuo, "Constructing Sobol sequences with better two-dimensional projections", SIAM J. Sci. Comput. 30, 2635-2654 (2008).
Details
The implementation is based on the data file new-joe-kuo-6.21201 <http://web.maths.unsw.edu.au/~fkuo/sobol/>.
Porting to R by Mutsuo Saito. The R version does not returns cordinate value zero, but returns value very near to zero, 2^-64.
Acknowledgments
I, Mutsuo Saito, wish to thank Frances Kuo and Stephen Joe for their research, and agreement to use thier source code.
The development of this R code is partially supported by JST CREST.
Reference
S. Joe and F. Y. Kuo, "Constructing Sobol sequences with better two-dimensional projections", SIAM J. Sci. Comput. 30, 2635-2654 (2008).
Examples
srange <- sobolSequence.dimMinMax()
mrange <- sobolSequence.dimF2MinMax(srange[1])
points <- sobolSequence.points(dimR=srange[1], dimF2=mrange[1], count=10000)
points <- sobolSequence.points(dimR=srange[1], dimF2=mrange[1], count=10000,
digitalShift=TRUE)
[Package SobolSequence version 1.0 Index]