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SOBOL quasi random number sequence generator

Project description

Cleaned up version of John Burkardt and Corrado Chisari’s python sobol sequence implementation. Original version is available from http://people.sc.fsu.edu/~jburkardt/py_src/sobol/sobol.html

== Installation and Usage == pip install sobol

from sobol import i4_sobol, i4_sobol_generator

Use i4_sobol to generate a single Sobol vector, or i4_sobol_generate to generate a Sobol sequence.

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0.9

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