Generate a set of values from an Owen-scrambled Sobol set.

generate_sobol_owen_set(n, dim, seed = 0)

Arguments

n

The number of values (per dimension) to extract.

dim

The number of dimensions of the sequence.

seed

Default `0`. The random seed.

Value

An `n` x `dim` matrix with all the calculated values from the set.

Examples

#Generate a 2D sample: points2d = generate_sobol_owen_set(n=1000, dim = 2) plot(points2d, xlim=c(0,1),ylim=c(0,1))
#Generate a longer sequence of values from that set points2d = generate_sobol_owen_set(n=1500, dim = 2) plot(points2d, xlim=c(0,1),ylim=c(0,1))
#'#Integrate the value of pi by counting the number of randomly generated points that fall #within the unit circle. pointset = matrix(generate_sobol_owen_set(10000,dim=2),ncol=2) pi_estimate = 4*sum(pointset[,1] * pointset[,1] + pointset[,2] * pointset[,2] < 1)/10000 pi_estimate
#> [1] 3.1364