No BSD License
4.66667
by Dimitri Shvorob
19 Jun 2007 (Updated 20 Jun 2007)
(perhaps while learning QMC)
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Function VDCORPUT generates elements 0,..,k of a (univariate) base-b Van der Corput sequence, an ingredient of some 'quasi Monte Carlo' (QMC) algorithms. See the function's help header for details.
This file inspired Generate A Faure Sequence.
The function works well, generated 100 000 values in well under 1 sec. Leap frogging would be a nice feature, but it's not difficult to add yourself.
Van der Corput sequence generator from Vanderbilt? ;)
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