sobol
Quasi-Monte Carlo Sobol Sequence Generator
Provides a fast and efficient implementation of Sobol sequences for quasi-Monte Carlo methods. The Sobol sequence is a low-discrepancy sequence with the property that for all values of N, its subsequence x1, ..., xN has a low discrepancy. It can be used to generate quasi-random numbers for use in Monte Carlo integration and other simulation methods. This implementation is based on the algorithms described by Bratley and Fox (1988) <doi:10.1145/42288.214372> and uses direction numbers from Joe and Kuo (2008) <doi:10.1145/1358628.1358630>. The package includes both batch and incremental interfaces with support for arbitrary starting indices and reproducible sequences. It uses 'Rcpp' for efficient 'C++' integration.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.0 |
rolling linux/jammy R-4.5 | sobol_1.0.0.tar.gz |
319.2 KiB |
1.0.0 |
rolling linux/noble R-4.5 | sobol_1.0.0.tar.gz |
321.6 KiB |
1.0.0 |
rolling source/ R- | sobol_1.0.0.tar.gz |
143.3 KiB |
1.0.0 |
latest linux/jammy R-4.5 | sobol_1.0.0.tar.gz |
319.2 KiB |
1.0.0 |
latest linux/noble R-4.5 | sobol_1.0.0.tar.gz |
321.6 KiB |
1.0.0 |
latest source/ R- | sobol_1.0.0.tar.gz |
143.3 KiB |
1.0.0 |
2026-04-23 source/ R- | sobol_1.0.0.tar.gz |
0 B |