[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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