[SciPy-user] low-discrepancy sequences

DE MENTEN Sebastien sebastien.dementen at alumni.insead.edu
Tue Feb 21 23:59:44 CST 2006


> 
> DE MENTEN Sebastien wrote:
> > Hi all,
> >
> > Has anyone worked on low-discrepancy sequences in Scipy?
> 
> Which sequences would you like to see? Halton? Hammersley? Sobol?
> Niederreiter-Xing?
> 
> I have a small Halton sequence generator, now, since it was so easy to
> implement. The others may take some more time.

Apparently, there are a couple of algorithms in fortran already written
for this at http://www.csit.fsu.edu/~burkardt/f_src/f_src.html and also
in numerical recipes I think.

What could be the step for integration in Scipy?

Best,

Seb



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