Generating vectors for lattice rules

Description

Compute an efficient generating vector for quasi-Monte Carlo estimation.

Usage

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genVecQMC(p, d, bt = rep(1, d), gm = c(1, (4/5)^(0:(d - 2))))

Arguments

p

Prime number corresponding to the number of samples to use in the quasi-Monte Carlo procedure.

d

Dimension of the multivariate integral to estimate.

bt

Tuning parameter for finding the vector. See D. Nuyens and R. Cools (2004) for more details.

gm

Tuning parameter for finding the vector. See D. Nuyens and R. Cools (2004) for more details.

Details

The function computes a generating vector for efficient multivariate integral estimation based on D. Nuyens and R. Cools (2004).

Value

A d-dimensional generating vector for lattice rules with p samples.

Examples

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#Define the number of sample. Muste be a prime number.
p <- 499

#Choose a dimension
d <- 300

#Compute the generating vector
genVecQMC(p,d)