qmc

QMC and RQMC sequences.

This module is a simple wrapper for LowDiscrepancy.f, a fortran piece of code that implements the Sobol’ and Halton sequence. (The same fortran code is used the randtoolbox package in R.)

To use this module, you must first compile LowDiscrepancy.f, as explained in the installation notes.

Module summary

sobol Sobol sequence.
halton Halton sequence.