UniformReference
UniformReference()The standard \(d\)-dimensional uniform density, \(\mathcal{U}([0, 1]^{d})\).
Methods
| Name | Description |
|---|---|
| random | Generates a set of random samples. |
| sobol | Generates a set of QMC samples. |
random
UniformReference.random(d: int, n: int)Generates a set of random samples.
Generates a set of random samples from the reference density.
Parameters
d : int-
The dimension of the samples.
n : int-
The number of samples to draw.
Returns
rs : Tensor-
An \(n \times d\) matrix containing the generated samples.
sobol
UniformReference.sobol(d: int, n: int)Generates a set of QMC samples.
Generates a set of QMC samples from the reference density using a Sobol sequence.
Parameters
d : int-
The dimension of the samples.
n : int-
The number of samples to generate.
Returns
rs : Tensor-
An \(n \times d\) matrix containing the generated samples.