Sobol Sequence

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). The implementation is based on the data file new-joe-kuo-6.21201 http://web.maths.unsw.edu.au/~fkuo/sobol/.

Get avairable dimension number of Sobol Sequence.

library(SobolSequence)
sobolSequence.dimMinMax()

Get avairable F2 dimension number of Sobol Sequence.

sobolSequence.dimF2MinMax(10)

And get points. Each row of returned matrix contains an s-dimensional point.

s <- 4
m <- 10
c <- 2^m
mat <- sobolSequence.points(dimR=s, dimF2=m, count=c)
mat[1,]

Get digital shifted points.

s <- 4
m <- 10
c <- 2^m
mat <- sobolSequence.points(dimR=s, dimF2=m, count=c, digitalShift=TRUE)
mat[1,]


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SobolSequence documentation built on July 7, 2017, 9:02 a.m.