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10 QUnif
QUnif
Quasi Randum Numbers via Halton Sequences
Description
Usage
These functions provide quasi random numbers or space filling or low discrepancy sequences in the
p-dimensional unit cube.
sHalton(n.max, n.min = 1, base = 2, leap = 1)
QUnif (n, min = 0, max = 1, n.min = 1, p, leap = 1)
Arguments
n.max
n.min
maximal (sequence) number.
minimal sequence number.
n number of p-dimensional points generated in QUnif. By default, n.min =
1, leap = 1 and the maximal sequence number is n.max = n.min +
(n-1)*leap.
base
integer ≥ 2: The base with respect to which the Halton sequence is built.
min, max lower and upper limits of the univariate intervals. Must be of length 1 or p.
p
Value
Note
leap
dimensionality of space (the unit cube) in which points are generated.
integer indicating (if > 1) if the series should be leaped, i.e., only every leapth
entry should be taken.
sHalton(n,m) returns a numeric vector of length n-m+1 of values in [0, 1].
QUnif(n, min, max, n.min, p=p) generates n-n.min+1 p-dimensional points in [min, max] p
returning a numeric matrix with p columns.
For leap Kocis and Whiten recommend values of L = 31, 61, 149, 409, and particularly the L =
409 for dimensions up to 400.
Author(s)
Martin Maechler
References
James Gentle (1998) Random Number Generation and Monte Carlo Simulation; sec. 6.3. Springer.
Kocis, L. and Whiten, W.J. (1997) Computationsl Investigations of Low-Discrepancy Sequences.
ACM Transactions of Mathematical Software 23, 2, 266–294.