r-SobolSequence

Description

Sobol Sequences with Better Two-Dimensional Projections.

Description

R implementation of S. Joe and F. Y. Kuo(2008) <DOI:10.1137/070709359>. The implementation is based on the data file new-joe-kuo-6.21201 <http://web.maths.unsw.edu.au/~fkuo/sobol/>.

README.md

rmcqmcint

R language, Monte-Carlo Quasi Monte-Carlo Integration

Caution: Currently, this project is very experimental.

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1.0

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