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| R2012a Documentation → Statistics Toolbox | |
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Sobol quasi-random point sets
sobolset is a quasi-random point set class that produces points from the Sobol sequence. The Sobol sequence is a base-2 digital sequence that fills space in a highly uniform manner.
| sobolset | Construct Sobol quasi-random point set |
Methods in the following table are inherited from qrandset.
| disp | Display qrandset object |
| end | Last index in indexing expression for point set |
| length | Length of point set |
| ndims | Number of dimensions in matrix |
| net | Generate quasi-random point set |
| scramble | Scramble quasi-random point set |
| size | Number of dimensions in matrix |
| subsref | Subscripted reference for qrandset |
| PointOrder | Point generation method |
Properties in the following table are inherited from qrandset.
| Dimensions | Number of dimensions |
| Leap | Interval between points |
| ScrambleMethod | Settings that control scrambling |
| Skip | Number of initial points to omit from sequence |
| Type | Name of sequence on which point set P is based |
Value. To learn how this affects your use of the class, see Comparing Handle and Value Classes in the MATLAB Object-Oriented Programming documentation.
[1] Bratley, P., and B. L. Fox, "ALGORITHM 659 Implementing Sobol's Quasirandom Sequence Generator," ACM Transactions on Mathematical Software, Vol. 14, No. 1, pp. 88-100, 1988.
[2] Joe, S., and F. Y. Kuo, "Remark on Algorithm 659: Implementing Sobol's Quasirandom Sequence Generator," ACM Transactions on Mathematical Software, Vol. 29, No. 1, pp. 49-57, 2003.
[3] Hong, H. S., and F. J. Hickernell, "ALGORITHM 823: Implementing Scrambled Digital Sequences," ACM Transactions on Mathematical Software, Vol. 29, No. 2, pp. 95-109, 2003.
[4] Matousek, J., "On the L2-discrepancy for anchored boxes," Journal of Complexity, Vol. 14, pp. 527-556, 1998.
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