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 available dimension number of Sobol Sequence.

library(SobolSequence)
sobolSequence.dimMinMax()

## [1]     2 21201

Get maximun number of points..

sobolSequence.maxCount(10)

## [1] 2147483648

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

s <- 4
c <- 1000
mat <- sobolSequence.points(dim=s, count=c)
mat[1,]

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

Get digital shifted points.

s <- 4
c <- 1000
mat <- sobolSequence.points(dim=s, count=c, digitalShift=TRUE)
mat[1,]

## [1] 0.19072794 0.22453293 0.23722935 0.05723443