RandQMC USER'S GUIDE

Lemieux, Christiane; Cieslak, Mikolaj; Luttmer, Kristopher

Accessioned

2008-05-21T18:47:29Z

Available

2008-05-21T18:47:29Z

Computerscience

2003-01-03

Issued

2002-12-18

Subject

Computer Science

Type

unknown

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Abstract

This package contains implementations for many quasi-Monte Carlo methods and their associated randomizations. It is designed so that the same program shell can be used for all methods, with only a different input file in each case. Some of the methods included in the package can deal with an infinite (random) dimension, and most of the others have a limit of 360 on the dimension. A program that correctly generates the input file is provided with the package, as well as some basic statistical tools.

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