FastHalton.HaltonSeq
— TypeHaltonSeq(base, length, skip=5000, f=identity)
Iterator generates a Halton sequence of Rational{Int}
s given a prime base
and length
, and skipping the first skip
elements. Function f
, such as StatsFuns::norminvcdf
, can be used to transform a Halton draw into a quasi-random draw from a distribution
The algorithm is presented in Kolar & O'Shea (1993), https://doi.org/10.1016/0898-1221(93)90307-H uses Vector
s d
and r
to keep track of intermediate computations.
FastHalton.update_halton_remainders!
— Methodinternal function for iteration