SobolSequence-package {SobolSequence} | R Documentation |
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/>.
Porting to R by Mutsuo Saito. The R version does not returns cordinate value zero, but returns value very near to zero, 2^-64.
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.
S. Joe and F. Y. Kuo, "Constructing Sobol sequences with better two-dimensional projections", SIAM J. Sci. Comput. 30, 2635-2654 (2008).
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)