Sobol Sequence

R implementation of S. Joe and F. Y. Kuo, “Constructing Sobol sequences with better two-dimensional projections”, SIAM J. Sci. Comput. 30, 2635-2654 (2008). The implementation is based on the data file new-joe-kuo-6.21201 http://web.maths.unsw.edu.au/~fkuo/sobol/.

Get avairable dimension number of Sobol Sequence.

library(SobolSequence)
sobolSequence.dimMinMax()

## [1]     2 21201

Get avairable F2 dimension number of Sobol Sequence.

sobolSequence.dimF2MinMax(10)

## [1] 10 31

And get points. Each row of returned matrix contains an s-dimensional point.

s <- 4
m <- 10
c <- 2^m
mat <- sobolSequence.points(dimR=s, dimF2=m, count=c)
mat[1,]

## [1] 5.421011e-20 5.421011e-20 5.421011e-20 5.421011e-20

Get digital shifted points.

s <- 4
m <- 10
c <- 2^m
mat <- sobolSequence.points(dimR=s, dimF2=m, count=c, digitalShift=TRUE)
mat[1,]

## [1] 0.71985296 0.57273998 0.55182147 0.06826342