tklds 0.0.8

Tenokonda Low Discrepancy Sequences

tklds

The repository accompanies the paper:

On the generation of direction numbers for Sobol Sequences and the application to Quasi Monte Carlo Methods (insert link here)

The set of direction numbers tkrg-a-ap5 satisfying property A for all 50,000 dimensions and A’ for five adjacent dimensions can be found in tklds/direction_numbers/tkrgsobol_a_ap5_50000

Installing

Install the requirements using python -m pip install -r requirements.txt

Install the project by calling python -m pip install . from the current folder.

Quickstart

To generate uniform floating point values in the range [0,1] use the following snippet:

>>> from tklds.interface.generators import generate_lds_rvs
>>> from tklds.constant import SequenceNum
>>> u = generate_lds_rvs(sequence=SequenceNum.TKRG_A_AP5, n=1024, d=5, skip=0)

Here we generate a total of n=1024 points with each point having d=5 dimensions using the sequence generated by the sequence_name=tkrg-a-ap5 direction numbers, without skipping the first point (skip=0).