Sobol Sequences with Better Two-Dimensional Projections

R implementation of S. Joe and F. Y. Kuo(2008) . The implementation is based on the data file new-joe-kuo-6.21201 < http://web.maths.unsw.edu.au/~fkuo/sobol/>.


R language, Monte-Carlo Quasi Monte-Carlo Integration

Caution: Currently, this project is very experimental.

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Reference manual

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install.packages("SobolSequence")

1.0 by Mutsuo Saito, 2 years ago


http://web.maths.unsw.edu.au/~fkuo/sobol/


Browse source code at https://github.com/cran/SobolSequence


Authors: Frances Kuo [aut] , Stephen Joe [aut] , Makoto Matsumoto [ctb] , Shinsuke Mori [ctb] , Mutsuo Saito [cre]


Documentation:   PDF Manual  


BSD_3_clause + file LICENSE license


Imports Rcpp

Suggests knitr, rmarkdown, testthat

Linking to Rcpp


See at CRAN