Sobol pseudo-random number generator¶
Original authors¶
- Original FORTRAN77 version by Bennett Fox
- Original MATLAB version by John Burkardt
- Original PYTHON version by Corrado Chisari
Original code: http://people.sc.fsu.edu/~jburkardt/py_src/sobol/sobol.html
Functions¶
-
sobol.sobol.
sobol_rvs
(size=10, skip=10)[source]¶ Generates a Sobol pseudo-random dataset.
Parameters: size : int or tuple
Size of the output array. If tuple, then the second dimension is bounded by 40.
skip : int
Number of initial points to skip
Returns: array
Random numbers
Raises: ValueError
Examples
>>> from sobol import sobol_rvs >>> rvs = sobol_rvs(size=(2, 3), skip=1000) >>> print(rvs) [[ 0.15722656 0.21972656 0.71972656] [ 0.90917969 0.09667969 0.59667969]]