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