Hi, My question is regarding the R package "randtoolbox". I was testing it for few days for generating sobol sequences. As per my findings the numbers for higher dimensions > 30 are prone to clustering. This might be due to bad choice of initialization numbers or in some lingo called free direction numbers (no I am not talking about the seed value).
Generally in most bookish algo's they are chosen as 2^(b-p) where b = the number of bits p = p'th direction number where p runs from 1 to g (g = polynomial used in sobol sequence which is of degree g). I hope the notation is clear. If this direction number had been chosen (as mentioned above) then sobol sequence creates a problem. Can this be modified? I want to specify my own direction numbers. I checked the code, and found that it points to a fortran code file. Any suggestions? -- Animesh Saxena www.quantanalysis.in ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
