Package description: QuasiRandom

The Quasi Monte Carlo (QMC) package. Contains implementations of the Halton, Sobol and Niederreiter-Xing generator in various dimensions:

Each low discrepancy sequence has 2 methods to compute its L2-discrepancy, straightforward (non optimized) algorithms are used. This means that this is very slow if the number of low discrepancy points is large.

There are also some nasty test integrals (very narrow and tall spikes all integrating to one in several dimensions) and a class to plot projections of low discrepancy points onto two dimensional coordinate parallel subspaces of the space in which the sequence lives.