sobol
1.0.0Quasi-Monte Carlo Sobol Sequence Generator
Overview
Provides a fast and efficient implementation of Sobol sequences for quasi-Monte Carlo methods. The Sobol sequence is a low-discrepancy sequence with the property that for all values of N, its subsequence x1, ..., xN has a low discrepancy. It can be used to generate quasi-random numbers for use in Monte Carlo integration and other simulation methods. This implementation is based on the algorithms described by Bratley and Fox (1988) doi:10.1145/42288.214372 and uses direction numbers from Joe and Kuo (2008) doi:10.1145/1358628.1358630. The package includes both batch and incremental interfaces with support for arbitrary starting indices and reproducible sequences. It uses 'Rcpp' for efficient 'C++' integration.
Install
Health
- NOTE r-devel-linux-x86_64-debian-clang
- NOTE r-devel-linux-x86_64-debian-gcc
- NOTE2026-07-1112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-05-195 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 8%
Downloads
Repository
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Checks run against github.com/alrobles/sobol on 2026-07-19.
Dependencies
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Code & Tests
People & History
1 release. R releases are shown for context.
- 1.0.0Latest2026-05-19 · current release
- RR 4.6.0 released · 2026-04-24
Package metadata
- First published
- 2026-05-19
- Total releases
- 1 / 1 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 3.5.0
- Download size
- not tracked yet
- Installed size
- not tracked yet
- With dependencies
- not tracked yet