Last updated: 2023-03-16.
Module: tf_quant_finance.math.random.sobol#
Sobol sampling.
Functions#
load_data(...): Parses file ‘new-joe-kuo-6.21201’.
sample(...): Returns num_results samples from the Sobol sequence of dimension dim.
Last updated: 2023-03-16.
Sobol sampling.
load_data(...): Parses file ‘new-joe-kuo-6.21201’.
sample(...): Returns num_results samples from the Sobol sequence of dimension dim.