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Faure low-discrepancy sequence generator

It is based on existing Fortran and C algorithms to calculate pascal matrix and gray transforms. -# E. Thiemard Economic generation of low-discrepancy sequences with a b-ary gray code. -# Algorithms 659, 647. http://www.netlib.org/toms/647, http://www.netlib.org/toms/659

test the correctness of the returned values is tested by reproducing known good values.

Hierarchy

  • FaureRsg

Implements

Index

Type aliases

Static sample_type

sample_type: Sample<Real[]>

Properties

Private _addOne

_addOne: Integer[]

Private _bary

_bary: Integer[]

Private _base

_base: Size

Private _dimensionality

_dimensionality: Size

Private _gray

_gray: Integer[][]

Private _integerSequence

_integerSequence: Integer[]

Private _mbit

_mbit: Size

Private _normalizationFactor

_normalizationFactor: Real

Private _powBase

_powBase: Integer[][]

Private _sequence

_sequence: sample_type

Private pascal3D

pascal3D: Integer[][][] = []

Methods

dimension

  • Returns Size

Private generateNextIntSequence

  • generateNextIntSequence(): void
  • Returns void

init

  • Parameters

    • dimensionality: Size

    Returns FaureRsg

lastIntSequence

  • Returns Integer[]

lastSequence

nextIntSequence

  • Returns Integer[]

nextSequence