Help for package LowWAFOMSobol (original) (raw)
| Type: | Package |
|---|---|
| Title: | Low WAFOM Sobol Sequence |
| Version: | 1.1.1 |
| Date: | 2017-08-21 |
| Author: | Shinsuke Mori [aut], Ryuichi Ohori [aut], Makoto Matsumoto [aut], Mutsuo Saito [cre] |
| Maintainer: | Mutsuo Saito sai10@hiroshima-u.ac.jp |
| Description: | Implementation of Low Walsh Figure of Merit (WAFOM) sequence based on Sobol sequence. |
| URL: | https://mersennetwister-lab.github.io/LowWAFOMSobol/ |
| License: | BSD_3_clause + file LICENSE |
| Imports: | Rcpp (≥ 0.12.9), RSQLite (≥ 2.0) |
| LinkingTo: | Rcpp |
| Suggests: | knitr, rmarkdown, testthat |
| VignetteBuilder: | knitr |
| RoxygenNote: | 6.0.1 |
| NeedsCompilation: | yes |
| Packaged: | 2017-08-28 23:02:13 UTC; saito |
| Repository: | CRAN |
| Date/Publication: | 2017-08-29 11:53:32 UTC |
Low WAFOM Sobol Sequence
Description
Description: R implementation of Low Walsh Figure of Merit (WAFOM) Sequence based on Sobol Sequence.
Details
Porting to R by Mutsuo Saito. The R version does not return coordinate value zero, but returns value very near to zero, 2^-64.
Acknowledgment
The development of this code is partially supported by JST CREST.
Reference
* Shinsuke Mori, "Suuchi Sekibun no tameno QMC Ten Shuugou no Sekkei, Tansaku, oyobi sono Yuukousei", Master's Thesis, 2017, * Ryuichi Ohori, "Efficient Quasi Monte Carlo Integration by Adjusting the Derivation-sensitivity Parameter of Walsh Figure of Merit", Master's Thesis, 2015. * S. Harase and R. Ohori, "A search for extensible low-WAFOM point sets", arXiv preprint, arXiv:1309.7828, (2013), https://arxiv.org/abs/1309.7828\. * Harase, S. (2016). "A search for extensible low-WAFOM point sets", Monte Carlo Methods and Applications, 22(4), pp. 349-357, 2017. * M. Matsumoto and R. Ohori, "Walsh Figure of Merit for Digital Nets: An Easy Measure for Higher Order Convergent QMC", Springer International Publishing, Cham, 2016, pp. 143-160. * M. Matsumoto, M. Saito, and K. Matoba, "A computable figure of merit for quasi-Monte Carlo point sets", Mathematics of Computation, 83 (2014), pp. 1233-1250. * S. Joe and F. Y. Kuo, "Constructing Sobol sequences with better two-dimensional projections", SIAM J. Sci. Comput. 30, 2635-2654 (2008).
Examples
srange <- lowWAFOMSobol.dimMinMax()
mrange <- lowWAFOMSobol.dimF2MinMax(srange[1])
points <- lowWAFOMSobol.points(dimR=srange[1], dimF2=mrange[1])
points <- lowWAFOMSobol.points(dimR=srange[1], dimF2=mrange[1], digitalShift=TRUE)
get minimum and maximum F2 dimension number.
Description
get minimum and maximum F2 dimension number.
Usage
lowWAFOMSobol.dimF2MinMax(dimR)
Arguments
Value
supported minimum and maximum F2 dimension number
get minimum and maximum dimension number of Low WAFOM Niederreiter-Xing Sequence
Description
get minimum and maximum dimension number of Low WAFOM Niederreiter-Xing Sequence
Usage
lowWAFOMSobol.dimMinMax()
Value
supported minimum and maximum dimension number.
get points from Low WAFOM SobolSequence
Description
This R version does not returns coordinate value zero, but returns value very near to zero, 2^-64.
Usage
lowWAFOMSobol.points(dimR, dimF2 = 10, digitalShift = FALSE)
Arguments
| dimR | dimension. |
|---|---|
| dimF2 | F2-dimension of each element. |
| digitalShift | use digital shift or not. |
Value
matrix of points where every row contains dimR dimensional point.