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HALTON: RATS procedure to generate Halton sequences

Author

Listed:
  • Tom Doan

    () (Estima)

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.

Suggested Citation

  • Tom Doan, "undated". "HALTON: RATS procedure to generate Halton sequences," Statistical Software Components RTS00085, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:rts00085 Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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    File URL: https://www.estima.com/procs_perl/halton.src
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    Keywords

    Numerical integration; Halton sequence;

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