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HALTON: RATS procedure to generate Halton sequences

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Author Info

  • Tom Doan

    ()
    (Estima)

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Abstract

Generates an n-vector of the Halton sequence for the given base (which should be a prime number). Halton sequences are deterministic "low-discrepancy" sequences which fill the unit cube relatively uniformly (with a different base for each dimension) allowing numerical integrals to be estimated more accurately for a given number of function evaluations than would be possible with truly random numbers.

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File URL: http://www.estima.com/procs_perl/halton.src
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Bibliographic Info

Software component provided by Boston College Department of Economics in its series Statistical Software Components with number RTS00085.

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Programming language: RATS
Requires: RATS 5.10
Date of creation:
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Handle: RePEc:boc:bocode:rts00085

Note: RPF and SRC files are plain text. See http://www.estima.com/ratsfiletypes.shtml
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC

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Web: http://repec.org/docs/ssc.php

Related research

Keywords: Numerical integration; Halton sequence;

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