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Authors: Lemieux, Christiane
Cieslak, Mikolaj
Luttmer, Kristopher
Keywords: Computer Science
Issue Date: 18-Dec-2002
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.
Appears in Collections:Lemieux, Christiane

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