Finds the low discrepancy quasi random numbers

Description

This function calls the link{runif.sobol} and runif.halton from the fOptions package and QUnif from sfsmisc package.

Usage

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fun.gen.qrn(n, dimension, scrambling, FUN = "runif.sobol")

Arguments

n

Number to generate.

dimension

Number of dimensions.

scrambling

Scrambling method used, or leap as in the case of QUnif.

FUN

This can be "runif.sobol" (default), "runif.halton" or "QUnif".

Value

A vector of values if dimension=1, otherwise a matrix of values between 0 and 1.

Author(s)

Steve Su

References

Bratley P., Fox B.L. (1988); Algorithm 659: Implementing Sobol's Quasirandom Sequence Generator, ACM Transactions on Mathematical Software 14, 88-100.

Joe S., Kuo F.Y. (1998); Remark on Algorithm 659: Implementing Sobol's Quaisrandom Seqence Generator.

See Also

link{runif.sobol}, runif.halton, QUnif

Examples

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fun.gen.qrn(1000,5,3,"runif.sobol")

fun.gen.qrn(1000,5,409,"QUnif")

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