JQuantLib

sobolrsg changed betweenn 0.8.1 and 0.9.7, alternative primitive polynomials

Bug #1209823 reported by Gary Kennedy
6
This bug affects 1 person
Affects Status Importance Assigned to Milestone
JQuantLib
New
Medium
Unassigned

Bug Description

Alternative primitive polynomial are used in 0.9.7 for SobolLevitan and SobolLevitianLemieux which leads to different sequence generation.

New direction integers of Joe and Kuo are available.

Tags: translation
Revision history for this message
Gary Kennedy (gkennedy) wrote :

New direction integers for called Kuo, Kuo2, Kuo3 are most likely related to http://web.maths.unsw.edu.au/~fkuo/sobol/

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