View source: R/generate_values.R
generate_sobol_owen_set | R Documentation |
Generate a set of values from an Owen-scrambled Sobol set.
generate_sobol_owen_set(n, dim, seed = 0)
n |
The number of values (per dimension) to extract. |
dim |
The number of dimensions of the sequence. |
seed |
Default '0'. The random seed. |
An 'n' x 'dim' matrix with all the calculated values from the set.
#Generate a 2D sample: points2d = generate_sobol_owen_set(n=1000, dim = 2) plot(points2d, xlim=c(0,1),ylim=c(0,1)) #Generate a longer sequence of values from that set points2d = generate_sobol_owen_set(n=1500, dim = 2) plot(points2d, xlim=c(0,1),ylim=c(0,1)) #'#Integrate the value of pi by counting the number of randomly generated points that fall #within the unit circle. pointset = matrix(generate_sobol_owen_set(10000,dim=2),ncol=2) pi_estimate = 4*sum(pointset[,1] * pointset[,1] + pointset[,2] * pointset[,2] < 1)/10000 pi_estimate
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