{ "_id": "6a108563acfb0bcc41cafe4c", "Package": "sobol", "Type": "Package", "Title": "Quasi-Monte Carlo Sobol Sequence Generator", "Version": "1.0.1", "Authors@R": "person(\"Angel\", \"Robles\", email = \"a.l.robles.fernandez@gmail.com\", role = c(\"aut\", \"cre\"))", "Description": "Provides a fast and efficient implementation of Sobol\nsequences for quasi-Monte Carlo methods. The Sobol sequence is\na low-discrepancy sequence with the property that for all\nvalues of N, its subsequence x1, ..., xN has a low discrepancy.\nIt can be used to generate quasi-random numbers for use in\nMonte Carlo integration and other simulation methods. This\nimplementation is based on the algorithms described by Bratley\nand Fox (1988) and uses direction\nnumbers from Joe and Kuo (2008) .\nThe package includes both batch and incremental interfaces with\nsupport for arbitrary starting indices and reproducible\nsequences. 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