Generate a set of values from an Owen-scrambled Sobol set.
generate_sobol_owen_set(n, dim, seed = 0)Arguments
- n
The number of values (per dimension) to extract.
- dim
The number of dimensions of the sequence.
- seed
Default `0`. The random seed.
Value
An `n` x `dim` matrix with all the calculated values from the set.
Examples
#Generate a 2D sample:
points2d = generate_sobol_owen_set(n=1000, dim = 2)
plot(points2d, xlim=c(0,1),ylim=c(0,1))
#Generate a longer sequence of values from that set
points2d = generate_sobol_owen_set(n=1500, dim = 2)
plot(points2d, xlim=c(0,1),ylim=c(0,1))
#'#Integrate the value of pi by counting the number of randomly generated points that fall
#within the unit circle.
pointset = matrix(generate_sobol_owen_set(10000,dim=2),ncol=2)
pi_estimate = 4*sum(pointset[,1] * pointset[,1] + pointset[,2] * pointset[,2] < 1)/10000
pi_estimate
#> [1] 3.1364