Displaying 1 result from an estimated 1 matches for "discrepancy_sequ".
2008 Jun 18
0
Low-discrepancy sequences
Is there any way to _test_ if a given sequence is a
low-discrepancy sequence?
Or, equivalently, is there any way to measure the "discrepancy"
of a sequence?
WTIW, ...
http://en.wikipedia.org/wiki/Low-discrepancy_sequence
... doesn't look like something implementation-friendly :-)
Alberto Monteiro
PS: low discrepany sequences are easily generated in R by
the functions runif.halton, runif.sobol, etc in library fOptions