Merge pull request #19 from michaelosthege/sobol_seq

setup.py

@@ -1,15 +1,17 @@
 from setuptools import setup
 
-setup(name='sobol_seq',
- version='0.1.2',
- description='Sobol sequence generator',
- url='https://github.com/naught101/sobol_seq',
- author='naught101',
- author_email='[email protected]',
- license='MIT',
- packages=['sobol_seq'],
- install_requires=[
- 'scipy',
- 'numpy'
- ],
- zip_safe=False)
+setup(
+ name='sobol_seq',
+ version='0.2.0',
+ description='Sobol sequence generator',
+ url='https://github.com/naught101/sobol_seq',
+ author='naught101',
+ author_email='[email protected]',
+ license='MIT',
+ packages=['sobol_seq'],
+ install_requires=[
+ 'scipy',
+ 'numpy'
+ ],
+ zip_safe=False
+)

sobol_seq/sobol_seq.py

@@ -111,7 +111,7 @@ def i4_bit_lo0(n):
  return bit
 
 
-def i4_sobol_generate(dim_num, n, skip=1):
+def i4_sobol_generate(dim_num, n, skip=0):
  """
  i4_sobol_generate generates a Sobol dataset.
 
@@ -124,13 +124,12 @@ def i4_sobol_generate(dim_num, n, skip=1):
  """
  r = np.full((n, dim_num), np.nan)
  for j in range(n):
- seed = j + skip
- r[j, 0:dim_num], next_seed = i4_sobol(dim_num, seed)
+ r[j, :], _ = i4_sobol(dim_num, seed=1+skip+j)
 
  return r
 
 
-def i4_sobol_generate_std_normal(dim_num, n, skip=1):
+def i4_sobol_generate_std_normal(dim_num, n, skip=0):
  """
  Generates multivariate standard normal quasi-random variables.
 
@@ -141,9 +140,7 @@ def i4_sobol_generate_std_normal(dim_num, n, skip=1):
 
  Output, real np array of shape (n, dim_num).
  """
-
  sobols = i4_sobol_generate(dim_num, n, skip)
-
  normals = norm.ppf(sobols)
 
  return normals