functions to construct and use random sequences generators.
The first step is to load the QuantLib package.
Needs["QuantLib`"]
Within the RandomSequenceGenerator part there are several constructors and member functions available
In[91]:=
Select[Category[RandomSequenceGenerator],QLConstructor[#]&]
Out[91]=
In[92]:=
Select[Category[RandomSequenceGenerator],QLMember[#]&]
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In[93]:=
In[95]:=
obj=MersenneTwisterRsg[Dimension,Seed]
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FaureRsg
In[96]:=
In[97]:=
obj=FaureRsg[Dimension]
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HaltonRsg
In[98]:=
In[100]:=
obj=HaltonRsg[Dimension,Seed]
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SobolRsg
In[101]:=
In[101]:=
In[103]:=
obj=SobolRsg[Dimension,Seed]
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Variates
In[104]:=
In[105]:=
Variates[obj,Samples]
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