R: Generate Owen-scrambled Sobol Set

generate_sobol_owen_set {spacefillr} | R Documentation

## Generate Owen-scrambled Sobol Set

### Description

Generate a set of values from an Owen-scrambled Sobol set.

### Usage

    generate_sobol_owen_set(n, dim, seed = 0)

### Arguments

`n` | The number of values (per dimension) to extract.
`dim` | The number of dimensions of the sequence.
`seed` | Default '0'. The random seed.

### Value

An 'n' x 'dim' matrix with all the calculated values from the set.

### Examples

    #Generate a 2D sample:
    points2d = generate_sobol_owen_set(n=1000, dim = 2)
    plot(points2d, xlim=c(0,1),ylim=c(0,1))

    #Generate a longer sequence of values from that set
    points2d = generate_sobol_owen_set(n=1500, dim = 2)
    plot(points2d, xlim=c(0,1),ylim=c(0,1))

    #'#Integrate the value of pi by counting the number of randomly generated points that fall
    #within the unit circle.
    pointset = matrix(generate_sobol_owen_set(10000,dim=2),ncol=2)

    pi_estimate = 4*sum(pointset[,1] * pointset[,1] + pointset[,2] * pointset[,2] < 1)/10000
    pi_estimate

[Package spacefillr version 0.2.0 Index]