Scrambled Halton sequences in Mata

Stanislav Kolenikov

Stata Journal, 2012, vol. 12, issue 1, 29-44

Abstract: In this article, I discuss the need for Halton sequences and discuss the Mata implementation of scrambling of Halton sequences, providing several examples of scrambling procedures. Copyright 2012 by StataCorp LP.

Keywords: Halton sequence; quasi-Monte Carlo; scrambled Halton sequence (search for similar items in EconPapers)
Date: 2012
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