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Quasi Montecarlo Halton sequence generator

version 1.0 (146 KB) by

A fast Halton sequence generator

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A mex file of a Halton sequence generator.

Comments and Ratings (1)

Dimitri Shvorob

.. Since a Halton sequence is just several Van der Corput sequences, one for each coordinate, an alternative is available in
http://www.mathworks.com/matlabcentral/fileexchange/loadFile.do?objectId=15354&objectType=FILE
Notably, this submission does not let one choose sequence bases, hard-coding a particular choice.

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