montecarlo

Documentation

Overview

Package montecarlo provides numerical algorithms helpful for performing Monte Carlo approximations.

Index

• func VanDerCorput(bits, r uint32) float64
• type Halton
  • func NewHalton(base uint) (h *Halton)
  • func (hal *Halton) Float64() float64
  • func (h *Halton) Reset()
  • func (h *Halton) SetBase(base uint)
  • func (h *Halton) SetStart(i uint)

Functions

func VanDerCorput

func VanDerCorput(bits, r uint32) float64

VanDerCorput returns the next number in the van der Corput sequence.

This function can also be used to generate Sobol sequences and Larcher & Pillichshammer sequences. The particular algorithm used is described in "Efficient Multidimensional Sampling" by Alexander Keller.

Types

type Halton

type Halton struct {
	// contains filtered or unexported fields
}

Halton is a fast, incremental Halton sequence generator.

func NewHalton

func NewHalton(base uint) (h *Halton)

NewHalton creates a new Halton sequence generator.

func (*Halton) Float64

func (hal *Halton) Float64() float64

Float64 returns the next number in the sequence with 64 bits of precision.

func (*Halton) Reset

func (h *Halton) Reset()

Reset starts the generator over without changing the base.

func (*Halton) SetBase

func (h *Halton) SetBase(base uint)

SetBase changes the Halton generator's base number. This will reset the generator.

func (*Halton) SetStart

func (h *Halton) SetStart(i uint)

SetStart changes the generator to start with the given index in the sequence.