Quasi-random sequences as per the Gnu Scientific Library, reference
manual section 18. These functions are declared in header file
gsl_qrng.h
qrng_alloc(type = c("niederreiter_2", "sobol"), dim)
qrng_clone(q)
qrng_init(q)
qrng_name(q)
qrng_size(q)
qrng_get(q, n = 1)qrng_alloc or qrng_cloneqrng_alloc, qrng_clone and qrng_init return an external pointer
to the C structure representing the generator. The internals of this structure
are not accessible from within R.qrng_name returns a character vector giving the name of the generator.qrng_size returns an integer value giving the internal memory
usage of the generator.qrng_get returns a matrix with n rows and dim columns.
Each row is a vector in the quasi-random sequence.
dim where the GSL uses just d;
I have added the n argument to the qrng_get function, so that
a single call can generate n vectors; I have not provided R
functions corresponding to qrng_free (because R will automatically
free the generator when it is garbage collected) or qrng_state or
qrng_memcpy (because these don't make sense within R.)
q <- qrng_alloc(dim = 2)
qrng_name(q)
qrng_get(q, 10)
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