RandQMC USER'S GUIDE
Date
2002-12-18
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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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Computer Science