| Type: | Package |
| Title: | Sobol Sequences with Better Two-Dimensional Projections |
| Version: | 1.0 |
| Date: | 2017-07-03 |
| Author: | Frances Kuo [aut], Stephen Joe [aut], Makoto Matsumoto [ctb], Shinsuke Mori [ctb], Mutsuo Saito [cre] |
| Maintainer: | Mutsuo Saito <sai10@hiroshima-u.ac.jp> |
| 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/. |
| License: | BSD_3_clause + file LICENSE |
| Imports: | Rcpp (≥ 0.12.9) |
| LinkingTo: | Rcpp |
| Suggests: | knitr, rmarkdown, testthat |
| VignetteBuilder: | knitr |
| URL: | http://web.maths.unsw.edu.au/~fkuo/sobol/ |
| RoxygenNote: | 6.0.1 |
| NeedsCompilation: | yes |
| Packaged: | 2017-07-07 05:49:15 UTC; saito |
| Repository: | CRAN |
| Date/Publication: | 2017-07-07 06:13:14 UTC |
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.