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Some test functions for Sobol sequences
sobol.R(n, d, echo=FALSE)int2bit(x)
bit2int(x)
bit2unitreal(x)
a vector of length n or a matrix for sobol.R.
number of observations.
dimension of observations.
a logical to show some traces.
an integer to convert in base 2 or its binary representation
Christophe Dutang
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
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.
Glasserman P., (2003); Monte Carlo Methods in Financial Engineering, Springer. tools:::Rd_expr_doi("10.1007/978-0-387-21617-1")
quasiRNG for quasi random number generation.
#page 306 of Glassermann
sobol.R(10,2)
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