R package: Sobol sequences with better two-dimensional projections

Mutsuo Saito ported "Constructing Sobol sequences with better two-dimensional projections" by Stephen Joe and Frances Y. Kuo to R.

Information

SobolSequence 1.0 is now available in CRAN.

Link

• Japanese Version
• vignettes
• GitHub Page
• This Page

Install

You can install the release packeage from CRAN.

Install Develop version

• Windows Users need Rtools.
• Mac users need Xcode.

And then,

install.packages('devtools')
library('devtools')
install_github("MersenneTwister-Lab/SobolSequence", ref='develop')

Download

Release Version:

• Source Package: SobolSequence_1.0.tar.gz
• OS X Binary Package: SobolSequence_1.0.tgz
• Windows Binary Package: SobolSequence_1.0.zip

Develop Version:

• Source Package: SobolSequence_1.0.1.tar.gz
• OS X Binary Package: SobolSequence_1.0.1.tgz
• Windows Binary Package: SobolSequence_1.0.1.zip
• vignettes

Reference

• S. Joe and F. Y. Kuo, "Constructing Sobol sequences with better two-dimensional projections", SIAM J. Sci. Comput. 30, 2635-2654 (2008). Constructing Sobol Sequences with Better Two-Dimensional Projections
• Web Page: Sobol sequence generator
• Data File: new-joe-kuo-6.21201
• Source File: sobol.cc