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QuasiRandom
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Description
Class Summary  
CubeFunction  Function of several variables double[] x defined on the unit
cube Q=(0,1)^dim and intended to be used as an integrand
to check the effectiveness of the various low discrepancy sequences in
QMC integration. 
DigitalRandomSequence  Digital low discrepancy sequence with generator matrices populated by random entries. 
Encode  Program decodes the row encoded generator matrices from the NXsequence site into binary form, then reencodes the columns for use with the Gray code counter in NXpoint generation (bottom up encoding of the columns). 
Halton  The Halton sequence. 
Intgrnd  Function f(x)=h(x_1)*h(x_2)*...*h(x_d) , where d=dimension,
h(u)=g(m*u[m*u]) and g=g(u) is a function of
one variable u\in(0,1) and [t] denotes the largest integer
not greater than t as usual. 
Intgrnd_1  Intgrnd with g(u)=u0.5 . 
Intgrnd_2  Intgrnd with g(u)=exp(N_Inverse(u)) . 
Intgrnd_3  Intgrnd with g(u)=sin^2(2pi*u) . 
Intgrnd_4  Intgrnd with g(u)=(n+1)*u^n . 
Intgrnd_5  Intgrnd with g(u)=412(u0.5)^2 . 
Intgrnd_6  Intgrnd with g(u)=3*I_[1/3,2/3](u)
(indicator function). 
LowDiscrepancySequence  Interface and methods to compute L2discrepancy for low discrepancy sequences. 
NX  NiederreiterXing low discrepancy sequence with basis b=2 in dimension at most 20. 
ProjectionPlot2D  Main method plots the projection P_{ij}(X(n)) of the sequence X(n) in some high dimensional unit cube onto any two dimensions. 
SeparableCubeFunction  Separable Function f(x)=h(x_1)*h(x_2)*...*h(x_d) defined on the unit cube Q=(0,1)^d. 
Sobol  Generator for the Sobol sequence. 
Uniform  Uniformly distributed sequence in R^d (Mersenne twister). 
QuasiRandom
The Quasi Monte Carlo (QMC) package. Contains implementations of the Halton, Sobol and NiederreiterXing generator in various dimensions:
There are also some nasty test integrals (very narrow and tall spikes all integrating to one in several dimensions) and a class to plot projections of low discrepancy points onto two dimensional coordinate parallel subspaces of the space in which the sequence lives.


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