sobolSequence {humanleague}

Generate Sobol' quasirandom sequence

Description

Generate Sobol' quasirandom sequence

Usage

sobolSequence(dim, n, skip = 0L)

Arguments

dim

dimensions

n

number of variates to sample

skip

number of variates to skip (actual number skipped will be largest power of 2 less than k)

Value

a n-by-d matrix of uniform probabilities in (0,1).

Examples

sobolSequence(2, 1000, 1000) # will skip 512 numbers!