ghalton

ghalton(n: int, d: int, seeds: collections.abc.Sequence[int] = []) → numpy.ndarray

Simulates from the multivariate Generalized Halton Sequence.

For more information on Generalized Halton Sequence, see Faure, H., Lemieux, C. (2009). Generalized Halton Sequences in 2008: A Comparative Study. ACM-TOMACS 19(4), Article 15.

Parameters:

nint

Number of observations.

dint

Dimension.

seedslist of int

Seeds to scramble the quasi-random numbers; if empty (default), the quasi-random number generator is seeded randomly.

Returns:

ndarray, shape (n, m), dtype float

An \(n \times d\)matrix of quasi-random \(\mathrm{U}[0, 1]\)variables.