simulate_uniform

simulate_uniform(n: int, d: int, qrng: bool = False, seeds: collections.abc.Sequence[int] = []) → numpy.ndarray

Simulates from the multivariate uniform distribution.

If qrng = TRUE, generalized Halton sequences (see ghalton()) are used for \(d \leq 300\)and Sobol sequences otherwise (see sobol()).

Parameters:

nint

Number of observations.

dint

Dimension.

qrngbool

If true, quasi-numbers are generated.

seedslist of int

Seeds of the random number generator; if empty (default), the random number generator is seeded randomly.

Returns:

ndarray, shape (n, m), dtype float

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