library(randtoolbox) mytrace <- TRUE mytrace <- FALSE if(FALSE) { #degree 0 res <- sobol.directions.mj(1, 1, 5) apply(res, 2, bit2int) #degree 3 : x^3+x^2+1, p306 Glasserman (2003) p13 <- int2bit(13) m1 <- 1 m2 <- m3 <- 3 prevmj <- cbind(int2bit(m1), int2bit(m2), int2bit(m3)) sobol.directions.mj(prevmj, p13, 5, input="binary", output="real") #degree 1 : x+1, p319 Glasserman (2003) p3 <- int2bit(3) m1 <- 1 sobol.directions.mj(int2bit(m1), p3, 7, input="binary", output="real", echo=mytrace) #degree 2 : x^2+x+1, p319 Glasserman (2003) p7 <- int2bit(7) m1 <- m2 <- 1 prevmj <- cbind(int2bit(m1), int2bit(m2)) sobol.directions.mj(prevmj, p7, 6, input="binary", output="real", echo=mytrace) sobol.directions.vj(prevmj, p7, 6, input="binary", output="real", echo=mytrace) #degree 3 : x^3+x+1, p319 Glasserman (2003) p11 <- int2bit(11) m1 <- 1 m2 <- 3 m3 <- 7 prevmj <- cbind(int2bit(m1), int2bit(m2), int2bit(m3)) sobol.directions.mj(prevmj, p11, 6, input="binary", output="real", echo=mytrace) sobol.directions.vj(prevmj, p11, 6, input="binary", output="real", echo=mytrace) }