R: Some test functions for Sobol sequences

soboltestfunctions {randtoolbox} | R Documentation

## Some test functions for Sobol sequences

### Description

Some test functions for Sobol sequences

### Usage

    sobol.R(n, d, echo=FALSE)

    int2bit(x)
    bit2int(x)
    bit2unitreal(x)

### Arguments

`n` | number of observations.
`d` | dimension of observations.
`echo` | a logical to show some traces.
`x` | an integer to convert in base 2 or its binary representation

### Details

`sobol.R` computes Sobol sequences but not using Gray code so points are not in the same order as in `sobol`.

`sobol.basic` compute the Sobol sequence in one dimension according to a primitive polynomial and specified integers m_j.

`int2bit` computes the binary representation of the integer part of a real, `bit2int` computes an integer from its binary representation. `bit2unitreal` computes the radical inverse function in base 2.

### Value

a vector of length `n` or a matrix for `sobol.R`.

### Author(s)

Christophe Dutang

### References

Glasserman P., (2003); Monte Carlo Methods in Financial Engineering, Springer.

### See Also

`quasiRNG` for quasi random number generation.

### Examples

    #page 306 of Glassermann
    sobol.R(10,2)

[Package randtoolbox version 2.0.1 Index]