generate_sobol_set: Generate Sobol Set

In spacefillr: Space-Filling Random and Quasi-Random Sequences

Generate Sobol Set

Description

Generate a set of values from a Sobol set.

Note: the Sobol sequences provided by spacefillr are different than those provided by randtoolbox, as spacefillr's Sobol sequences have better 2D projections (see "Constructing Sobol sequences with better two-dimensional projections" (2012) <doi:10.1137/070709359> S. Joe and F. Y. Kuo).

Usage

generate_sobol_set(n, dim, seed = 0)

Arguments

n	The number of values (per dimension) to extract.
dim	The number of dimensions of the sequence.
seed	Default '0'. The random seed.

Value

A single numeric value representing the 'i'th element in the 'dim' dimension.

Examples

#Generate a 2D sample:
points2d = generate_sobol_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_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_set(10000,dim=2),ncol=2)

pi_estimate = 4*sum(pointset[,1] * pointset[,1] + pointset[,2] * pointset[,2] < 1)/10000
pi_estimate

spacefillr documentation built on May 29, 2024, 7:20 a.m.