Recommendations for Low Discrepancy (e.g. Sobol) quasi-random sequences in Python/SciPy?

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臣服心动
臣服心动 2020-12-15 11:10

I would like to use a quasi-random sequence, specifically Sobol, within a SciPy based simulation. Any recommendations on existing, efficient packages?

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  •  心在旅途
    2020-12-15 11:27

    Is this project any use? If not, the relevant Wikipedia article mentions C and Fortran routines in NAG and Numerical Recipes, which probably shouldn't be difficult to wrap or reimplement in Python. There are also C routines in GSL.

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