HALTON: RATS procedure to generate Halton sequences

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

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.

Language: RATS
Requires: RATS 5.10
Keywords: Numerical integration; Halton sequence (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See http://www.estima.com/ratsfiletypes.shtml
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