50 lines
1.9 KiB
Matlab
Executable File
50 lines
1.9 KiB
Matlab
Executable File
% Sobol sequence of quasi random numbers.
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%
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% This function produces a quasi monte carlo sequences.
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%
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% INPUT (for initialization)
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% o dimension [uint32 scalar] dimension {2,3,...,1111}
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% o flag [uint32 scalar] flag {0,1,2,3}
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% o seed [uint32 scalar] seed (needed if flag>0)
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% o transform [uint32 scalar] transform {0,1}
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%
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% OUTPUT (initialization)
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%
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% o qmc [structure]
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% *** qmc.dimension [uint32 scalar]
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% *** qmc.flag [uint32 scalar]
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% *** qmc.transform [uint32 scalar]
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% *** qmc.iteration [uint32 scalar]
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% *** qmc.table_of_direction_numbers [uint32 matrix]
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% *** qmc.table_common_denominator [uint32 scalar]
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% *** qmc.last [double matrix]
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% *** qmc.seed [uint32 scalar]
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%
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% INPUT ()
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% o qmc [structure]
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% o number_of_simulations [uint32 scalar] number_of_simulations*dimension
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%
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% OUTPUT ()
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% o sArray [double matrix]
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% o qmc [structure]
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%
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% ALGORITHMS
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% Algorithm 659, Collected Algorithms From ACM. Published in
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% Transactions on Mathematical Software, Vol. 14, n°1, P.88.
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% Copyright (C) 2009 Dynare Team
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%
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% This file is part of Dynare (can be used outside Dynare).
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>. |