| LowDiscrepancy {fOptions} | R Documentation |
A collection and description of functions to compute
Halton's and Sobol's low discrepancy sequences,
distributed in form of a uniform or normal distribution.
The functions are:
runif.halton | Uniform Halton sequence, |
rnorm.halton | Normal Halton sequence, |
runif.sobol | Uniform scrambled Sobol sequence, |
rnorm.sobol | Normal scrambled Sobol sequence, |
runif.pseudo | Uniform pseudo random numbers, |
norma.pseudo | Normal pseudo random numbers. |
runif.halton(n, dimension, init) rnorm.halton(n, dimension, init) runif.sobol(n, dimension, init, scrambling, seed) rnorm.sobol(n, dimension, init, scrambling, seed) runif.pseudo(n, dimension, init) rnorm.pseudo(n, dimension, init)
dimension |
an integer value, the dimension of the sequence. The maximum value for the Sobol generator is 1111. |
init |
a logical, if TRUE the sequence is initialized and restarts, otherwise not. By default TRUE. |
n |
an integer value, the number of random deviates. |
scrambling |
an integer value, if 1, 2 or 3 the sequence is scrambled otherwise not. If 1, Owen type type of scrambling is applied, if 2, Faure-Tezuka type of scrambling, is applied, and if 3, both Owen+Faure-Tezuka type of scrambling is applied. By default 0. |
seed |
an integer value, the random seed for initialization
of the scrambling process. By default 4711. On effective
if scrambling>0.
|
Halton's Low Discrepancy Sequences:
Calculates a matrix of uniform or normal deviated halton low
left"> Unifop>
Halton's Low Discrepancy Sequences:
Calculates a matrix of uniform or normal deviated halton low
left"> Unifop>
Halton's Low Discrepancy Sequences:
Calculates a matrix of uniform or normal deviated halton low
left"> Unifop>
Halton's Low Discrepancy Sequences:
Calculates a matrix of uniform or normal deviated halton low
left"> Unifop>
Halton's Low Discrepancy Sequences:
Calculates a matrix of uniform or normal deviated halton low
left"> Unifop>
Halton's Low Discrepancy Sequences:
Calculates a matrix of uniform or normal deviated halton low
left"> Unifop>
Halton's Low Discrepancy Sequences:
Calculates a matrix of uniform or normal deviated halton low
left"> Unifop>
Halton's Low Discrepancy Sequences:
Calculates a matrix of uniform or normal deviated halton low
left"> Unifop>
Halton's Low Discrepancy Sequences:
Calculates a matrix of uniform or normal deviated halton low
left"> Unifop>
Halton's Low Discrepancy Sequences:
Calculates a matrix of uniform or normal deviated halton low
left"> Unifop>
Halton's Low Discrepancy Sequences:
Calculates a matrix of uniform or normal deviated halton low
left"> Unifop>
Halton's Low Discrepancy Sequences:
Calculates a matrix of uniform or normal deviated halton low
left"> Unifop>
Halton's Low Discrepancy Sequences:
Calculates a matrix of uniform or normal deviated halton low
left"> Unifop>
Halton's Low Discrepancy Sequences:
Calculates a matrix of uniform or normal deviated halton low
left"> Unifop>
Halton's Low Discrepancy Sequences:
Calculates a matrix of uniform or normal deviated halton low
left"> Unifop>
Halton's Low Discrepancy Sequences:
Calculates a matrix of uniform or normal deviated halton low
left"> Unifop>
Halton's Low Discrepancy Sequences:
Calculates a matrix of uniform or normal deviated halton low
left"> Unifop>
Halton's Low Discrepancy Sequences:
Calculates a matrix of uniform or normal deviated halton low
left"> Unifop>
Halton's Low Discrepancy Sequences:
Calculates a matrix of uniform or normal deviated halton low
left"> Unifop>
Halton's Low Discrepancy Sequences:
Calculates a matrix of uniform or normal deviated halton low
left"> Unifop>
Halton's Low Discrepancy Sequences:
Calculates a matrix of uniform or normal deviated halton low
left"> Unifop>
Halton's Low Discrepancy Sequences:
Calculates a matrix of uniform or normal deviated halton low
left"> Unifop>
Halton's Low Discrep