sequence_leap

Specify how often the sequence is sampled

Specification

  • Alias: None

  • Arguments: INTEGERLIST

  • Default: Vector of ones

Description

sequence_leap controls the “leaping” of terms in the sequence. The default is 1 for each variable, meaning that each term in the sequence be returned.

Examples

If the user specifies a sequence_leap of 2 for a variable, the points returned would be every other term from the QMC sequence.

Theory

The advantage to using a leap value greater than one is mainly for high-dimensional sets of random deviates. In this case, setting a leap value to the next prime number larger than the largest prime base can help maintain uniformity when generating sample sets for high dimensions. For more information about the efficacy of leaped Halton sequences, see [RA99].