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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