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From "Thomas Neidhart (JIRA)" <j...@apache.org>
Subject [jira] [Comment Edited] (MATH-826) RFE: low discrepancy sequence generator
Date Wed, 21 Nov 2012 12:12:00 GMT

    [ https://issues.apache.org/jira/browse/MATH-826?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13501904#comment-13501904
] 

Thomas Neidhart edited comment on MATH-826 at 11/21/12 12:11 PM:
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Some pointers to information on Sobol sequences:

 * [http://www.deltaquants.com/sobol-sequence.html]
 * [http://web.maths.unsw.edu.au/~fkuo/sobol/joe-kuo-notes.pdf]
                
      was (Author: tn):
    Some pointers to information on Sobol sequences:

 * [http://www.deltaquants.com/sobol-sequence.html]
 * [web.maths.unsw.edu.au/~fkuo/sobol/joe-kuo-notes.pdf]
                  
> RFE: low discrepancy sequence generator
> ---------------------------------------
>
>                 Key: MATH-826
>                 URL: https://issues.apache.org/jira/browse/MATH-826
>             Project: Commons Math
>          Issue Type: Wish
>            Reporter: Sam Halliday
>            Priority: Minor
>              Labels: features
>
> Please provide a low discrepancy sequence random number generator.
>   http://en.wikipedia.org/wiki/Low-discrepancy_sequence
> Support for such a generator is poor in Java and existing implementations tend to be
standalone and do not provide a user friendly API. Ideally, such a generator would implement
Random, but using the Apache Commons Math random API would be acceptable.

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