CronoSeries.TimeSeries.Miscellaneous.HaltonSequence Class Reference

This class generates a multi-dimensional low-discrepancy sequence. See discussion at http://en.wikipedia.org/wiki/Constructions_of_low-discrepancy_sequences More...

Public Member Functions
	HaltonSequence (int dimension)
	Constructor just takes as argument the dimension of the elements of the sequence. More...
Vector< double >	GetNext ()
	iterates through the Halton low-discrepancy sequence More...

Detailed Description

This class generates a multi-dimensional low-discrepancy sequence. See discussion at http://en.wikipedia.org/wiki/Constructions_of_low-discrepancy_sequences

Constructor & Destructor Documentation

HaltonSequence()

CronoSeries.TimeSeries.Miscellaneous.HaltonSequence.HaltonSequence ( int  dimension )

inline

Constructor just takes as argument the dimension of the elements of the sequence.

Parameters

dimension

Member Function Documentation

GetNext()

Vector<double> CronoSeries.TimeSeries.Miscellaneous.HaltonSequence.GetNext ( )

inline

iterates through the Halton low-discrepancy sequence

Returns

a new dimension x 1 matrix containing the next element in the sequence

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The documentation for this class was generated from the following file:

• TimeSeries/Miscellaneous/HaltonSequence.cs