sobol: a fast implementation of Sobol sequences

sobol provides a fast implementation of Sobol sequences — low-discrepancy quasi-random sequences used for quasi-Monte Carlo integration, numerical sampling, and related tasks.

The package was developed by Angel Robles Fernandez to interoperate cleanly with xsdm, where fast quasi-random sampling matters for fitting performance. It is also usable as a standalone Sobol-sequence generator.

• CRAN: https://cloud.r-project.org/web/packages/sobol/index.html
• Package website: https://alrobles.github.io/sobol/
• Source: https://github.com/alrobles/sobol
• Manual (R-universe): https://cran.r-universe.dev/sobol/doc/manual.html

People: Angel Robles Fernandez