[R] Low-discrepancy sequences

Alberto Monteiro albmont at centroin.com.br
Wed Jun 18 13:06:05 CEST 2008


Is there any way to _test_ if a given sequence is a 
low-discrepancy sequence?

Or, equivalently, is there any way to measure the "discrepancy" 
of a sequence?

WTIW, ...
http://en.wikipedia.org/wiki/Low-discrepancy_sequence
... doesn't look like something implementation-friendly :-)

Alberto Monteiro

PS: low discrepany sequences are easily generated in R by
the functions runif.halton, runif.sobol, etc in library fOptions



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