Package 'SobolSequence'

Title: Sobol Sequences with Better Two-Dimensional Projections
Description: R implementation of S. Joe and F. Y. Kuo(2008) <DOI:10.1137/070709359>. The implementation is based on the data file new-joe-kuo-6.21201 <http://web.maths.unsw.edu.au/~fkuo/sobol/>.
Authors: Frances Kuo [aut], Stephen Joe [aut], Makoto Matsumoto [ctb], Shinsuke Mori [ctb], Mutsuo Saito [cre]
Maintainer: Mutsuo Saito <[email protected]>
License: BSD_3_clause + file LICENSE
Version: 1.0
Built: 2024-12-11 06:56:04 UTC
Source: CRAN

Help Index

Sobol Sequence

Description

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).

Details

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.

Acknowledgments

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.

Reference

S. Joe and F. Y. Kuo, "Constructing Sobol sequences with better two-dimensional projections", SIAM J. Sci. Comput. 30, 2635-2654 (2008).

Examples

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)

get minimum and maximum F2 dimension number.

Description

get minimum and maximum F2 dimension number.

Usage

sobolSequence.dimF2MinMax(dimR)

Arguments

dimR

dimention.

Value

supportd minimum and maximum F2 dimension number.

get minimum and maximum dimension number of Sobol Sequence

Description

get minimum and maximum dimension number of Sobol Sequence

Usage

sobolSequence.dimMinMax()

Value

supportd minimum and maximum dimension number.

get points from SobolSequence

Description

This R version does not returns cordinate value zero, but returns value very near to zero, 2^-64.

Usage

sobolSequence.points(dimR, dimF2 = 10, count, digitalShift = FALSE)

Arguments

dimR

dimention.
dimF2

F2-dimention of each element.
count

number of points.
digitalShift

use digital shift or not.

Value

matrix of points where every row contains dimR dimensional point.