hammersley

Use Hammersley sequences

Topics

package_fsudace, design_and_analysis_of_computer_experiments

Specification

  • Alias: None

  • Arguments: None

Description

The Hammersley sequence is the same as the Halton sequence, except the values for the first random variable are equal to 1/N, where N is the number of samples. Thus, if one wants to generate a sample set of 100 samples for 3 random variables, the first random variable has values 1/100, 2/100, 3/100, etc. and the second and third variables are generated according to a Halton sequence with bases 2 and 3, respectively.