Documentation

qrandstream

Class:qrandstream

Construct quasi-random number stream

Syntax

q = qrandstream(type,d)
q = qrandstream(type,d,prop1,val1,prop2,val2,...)
q = qrandstream(p)

Description

q = qrandstream(type,d)constructs ad-dimensional quasi-random number streamqof theqrandstreamclass, of type specified bytype.typeis either'halton'or'sobol', andqis based on a point set from either thehaltonsetclass orsobolsetclass, respectively, with default property settings.

q = qrandstream(type,d,prop1,val1,prop2,val2,...)specifies property name/value pairs for the point set on which the stream is based. Applicable properties depend ontype.

q = qrandstream(p)constructs a stream based on the specified point setp.pmust be a point set from either thehaltonsetclass orsobolsetclass.

Examples

Construct a 3-D Halton stream, based on a point set that skips the first 1000 values and then retains every 101st point:

q = qrandstream('halton',3,'Skip',1e3,'Leap',1e2) q = Halton quasi-random stream in 3 dimensions Point set properties: Skip : 1000 Leap : 100 ScrambleMethod : none nextIdx = q.State nextIdx = 1

Useqrandto generate two samples of size four:

X1 = qrand(q,4) X1 = 0.0928 0.3475 0.0051 0.6958 0.2035 0.2371 0.3013 0.8496 0.4307 0.9087 0.5629 0.6166 nextIdx = q.State nextIdx = 5 X2 = qrand(q,4) X2 = 0.2446 0.0238 0.8102 0.5298 0.7540 0.0438 0.3843 0.5112 0.2758 0.8335 0.2245 0.4694 nextIdx = q.State nextIdx = 9

Useresetto reset the stream, and then generate another sample:

reset(q) nextIdx = q.State nextIdx = 1 X = qrand(q,4) X = 0.0928 0.3475 0.0051 0.6958 0.2035 0.2371 0.3013 0.8496 0.4307 0.9087 0.5629 0.6166

Introduced in R2008a

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