Package org.jquantlib.math.randomnumbers

Examples of org.jquantlib.math.randomnumbers.SobolRsg


            }
        }


        final long seed = 42;
        final SobolRsg rsg = new SobolRsg(5, seed);

        final double tolerance = 1.7e-4;
        // actually tested up to 2^21-1=2097151 Sobol draws
        for (int i = 0; i < 1023; ++i) {
            final double next[] = rsg.nextSequence().value();
// TODO: translate properly
//            s = grid[0].front() + next[0]*(grid[0].back()-grid[0].front());
//            t = grid[1].front() + next[1]*(grid[1].back()-grid[1].front());
//            u = grid[2].front() + next[2]*(grid[2].back()-grid[2].front());
//            v = grid[3].front() + next[3]*(grid[3].back()-grid[3].front());
 
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            }
        }


        final long seed = 42;
        final SobolRsg rsg = new SobolRsg(5, seed);

        final double tolerance = 1.7e-4;
        // actually tested up to 2^21-1=2097151 Sobol draws
        for (int i = 0; i < 1023; ++i) {
            final double next[] = rsg.nextSequence().value();
// TODO: translate properly
//            s = grid[0].front() + next[0]*(grid[0].back()-grid[0].front());
//            t = grid[1].front() + next[1]*(grid[1].back()-grid[1].front());
//            u = grid[2].front() + next[2]*(grid[2].back()-grid[2].front());
//            v = grid[3].front() + next[3]*(grid[3].back()-grid[3].front());
 
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        public SobolChartFrame(final String title, final /*@NonNegative*/ int samples) {
            super(title);
            this.samples = samples;
            this.dimension = 5;
            this.seed = 42;
            this.sobol = new SobolRsg(this.dimension, this.seed);

            final JFreeChart chart = createDefaultChart();
            final ChartPanel panel = new ChartPanel(chart, true, true, true, false, true);
            panel.setPreferredSize(new java.awt.Dimension(800, 570));
            setContentPane(panel);
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