quality_metrics
Calculate metrics to assess the quality of quasi-Monte Carlo samples
Topics
package_fsudace
Specification
Alias: None
Arguments: None
Default: No quality_metrics
Description
quality_metrics
calculates four quality metrics relating to the
volumetric spacing of the samples. The four quality metrics measure
different aspects relating to the uniformity of point samples in hypercubes.
Desirable properties of such point samples are:
are the points equally spaced
do the points cover the region
and are they isotropically distributed
with no directional bias in the spacing
The four quality metrics we report are:
h: the point distribution norm, which is a measure of uniformity of the point distribution
chi: a regularity measure, and provides a measure of local uniformity of a set of points
tau: the second moment trace measure
d: the second moment determinant measure
All of these values are scaled so that smaller is better (the smaller the metric, the better the uniformity of the point distribution).
Examples
Complete explanation of these measures can be found in [GB04].