sobol.R

int2bit

bit2int

bit2unitreal

Some test functions for Sobol sequences

distribution

soboltestfunctions

Provides (1) pseudo random generators - general linear congruential generators,
multiple recursive generators and generalized feedback shift register (SF-Mersenne Twister
algorithm (<doi:10.1007/978-3-540-74496-2_36>) and WELL (<doi:10.1145/1132973.1132974>)
generators); (2) quasi random generators - the Torus algorithm, the
Sobol sequence, the Halton sequence (including the Van der Corput sequence) and (3) some
generator tests - the gap test, the serial test, the poker test, see, e.g.,
Gentle (2003) <doi:10.1007/b97336>.
Take a look at the Distribution task view of types and tests of random number generators.
The package can be provided without the 'rngWELL' dependency on demand.
Package in Memoriam of Diethelm and Barbara Wuertz.

Christophe Dutang

randtoolbox

Toolbox for Pseudo and Quasi Random Number Generation and Random
Generator Tests

Petr Savicky

Yohan Chalabi

Diethelm Wuertz

Donald Knuth

Makoto Matsumoto

Mutsuo Saito

soboltestfunctions function

<dl> <dt>n</dt>
<dd>number of observations.</dd> <dt>d</dt>
<dd>dimension of observations.</dd> <dt>echo</dt>
<dd>a logical to show some traces.</dd> <dt>x</dt>
<dd>an integer to convert in base 2 or its binary representation</dd></dl>

Arguments

Author

Some test functions for Sobol sequences — soboltestfunctions

<dl>

 <dt>n</dt>
<dd>number of observations.</dd>

 <dt>d</dt>
<dd>dimension of observations.</dd>

 <dt>echo</dt>
<dd>a logical to show some traces.</dd>

 <dt>x</dt>
<dd>an integer to convert in base 2 or its binary representation</dd>

</dl>

Some test functions for Sobol sequences

soboltestfunctions: Some test functions for Sobol sequences

Description

Usage

Value

Arguments

Author

Details

References

See Also

Examples