对Python/SciPy中的低差异(例如Sobol)准随机序列的建议? [英] Recommendations for Low Discrepancy (e.g. Sobol) quasi-random sequences in Python/SciPy?
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问题描述
我想在基于SciPy的模拟中使用准随机序列，特别是Sobol.对现有高效软件包有何建议?
I would like to use a quasi-random sequence, specifically Sobol, within a SciPy based simulation. Any recommendations on existing, efficient packages?
推荐答案
是相关的维基百科文章会在NAG和《数字食谱》中提及C和Fortran例程，这可能不应该在Python中包装或重新实现并不困难. GSL 中也有C例程.
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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