HaltonSeq(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), uses Vectors d and r to keep track of intermediate computations.