Scrambled Halton sequences in Mata
In this article, I discuss the need for Halton sequences and discuss the Mata implementation of scrambling of Halton sequences, providing several examples of scrambling procedures. Copyright 2012 by StataCorp LP.
Volume (Year): 12 (2012)
Issue (Month): 1 (March)
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References listed on IDEAS
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- David M. Drukker & Richard Gates, 2006. "Generating Halton sequences using Mata," Stata Journal, StataCorp LP, vol. 6(2), pages 214-228, June.
- David Roodman, 2011. "Fitting fully observed recursive mixed-process models with cmp," Stata Journal, StataCorp LP, vol. 11(2), pages 159-206, June.
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