UniformReference

UniformReference(self)

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(n: int, d: int)

Generates a set of random samples.

Parameters

n : int

The number of samples to draw.

d : int

The dimension of the samples.

Returns

rs : Tensor

An \(n \times d\) matrix containing the generated samples.

sobol

UniformReference.sobol(n: int, d: int)

Generates a set of QMC samples.

Parameters

n : int

The number of samples to generate.

d : int

The dimension of the samples.

Returns

rs : Tensor

An \(n \times d\) matrix containing the generated samples.