R implementation of "Constructing Sobol sequences with better two-dimensional projections" by Stephen Joe and Frances Y. Kuo.
SobolSequence is now available in CRAN.
- S. Joe and F. Y. Kuo, "Constructing Sobol sequences with better two-dimensional projections", SIAM J. Sci. Comput. 30, 2635-2654 (2008). Constructing Sobol Sequences with Better Two-Dimensional Projections
- Web Page: Sobol sequence generator
- Data File: new-joe-kuo-6.21201
- Source File: sobol.cc