SobolSequence-package: Sobol Sequence

In SobolSequence: Sobol Sequences with Better Two-Dimensional Projections

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)

Example output

SobolSequence documentation built on May 2, 2019, 9:58 a.m.