GLDEX: fun.gen.qrn – R documentation

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fun.gen.qrn

Finds the low discrepancy quasi random numbers

Description

This function calls the link{runif.sobol} and runif.halton from the fOptions package and QUnif from sfsmisc package.

Usage

fun.gen.qrn(n, dimension, scrambling, FUN = "runif.sobol")

Arguments

`n`	Number to generate.
`dimension`	Number of dimensions.
`scrambling`	Scrambling method used, or leap as in the case of `QUnif`.
`FUN`	This can be `"runif.sobol"` (default), `"runif.halton"` or `"QUnif"`.

Value

A vector of values if dimension=1, otherwise a matrix of values between 0 and 1.

Author(s)

Steve Su

References

Bratley P., Fox B.L. (1988); Algorithm 659: Implementing Sobol's Quasirandom Sequence Generator, ACM Transactions on Mathematical Software 14, 88-100.

Joe S., Kuo F.Y. (1998); Remark on Algorithm 659: Implementing Sobol's Quaisrandom Seqence Generator.

Examples

fun.gen.qrn(1000,5,3,"runif.sobol")

fun.gen.qrn(1000,5,409,"QUnif")

GLDEX

Fitting Single and Mixture of Generalised Lambda Distributions (RS and FMKL) using Various Methods

v2.0.0.7

GPL (>= 3)

Authors

Steve Su, with contributions from: Diethelm Wuertz, Martin Maechler and Rmetrics core team members for low discrepancy algorithm, Juha Karvanen for L moments codes, Robert King for gld C codes and starship codes, Benjamin Dean for corrections and input in ks.gof code and R core team for histsu function.

Initial release

2020-02-04