Sampler Owen [Owe95]
Files
src/samplers/SamplerOwenSobol.hpp
src/bin/samplers/Owen_*d*.cpp.cpp
Description
Owen’s scrambling of the Sobol sequence.
For a more precise description of this sampler and its performances in terms of aliasing and discrepancy, please refer to the following web bundle https://liris.cnrs.fr/ldbn/HTML_bundle/index.html.
License
BSD, see SamplerOwenSobol.hpp
.
Execution
Parameters:
[HELP]
-o [string=output_pts.dat] Output file
-m [int=1] Number of poinset realisations
-n [ullint=1024] Number of samples to generate
--silent Silent mode
-h Displays this help message
To generate a 2D point set of 1024 samples with a owen distribution, we can use the following client line command:
./bin/samplers/Owen_2dd -n 1024 -o toto.dat
Or one can use the following C++ code:
PointsetWriter< 2, double, Point<2, double> > writer;
writer.open("toto.dat");
Pointset< 2, double, Point<2, double> > pts;
SamplerOwen s;
unsigned int param_nbsamples = 1024;
s.generateSamples< 2, double, Point<2, double> >(pts, param_nbsamples);
writer.writePointset(pts);
writer.close();
Results
./bin/samplers/Owen_2dd -o owen_1024.edat -n 1024
File
owen_1024.edat
./bin/samplers/Owen_2dd -o owen_4096.edat -n 4096
File
owen_4096.edat