Provides a fast and efficient implementation of Sobol sequences for quasi-Monte Carlo methods. The Sobol sequence is a low-discrepancy sequence with the property that for all values of N, its subsequence x1, ..., xN has a low discrepancy. It can be used to generate quasi-random numbers for use in Monte Carlo integration and other simulation methods. This implementation is based on the algorithms described by Bratley and Fox (1988) <doi:10.1145/42288.214372> and uses direction numbers from Joe and Kuo (2008) <doi:10.1145/1358628.1358630>. The package includes both batch and incremental interfaces with support for arbitrary starting indices and reproducible sequences. It uses 'Rcpp' for efficient 'C++' integration.
| Version: | 1.0.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | Rcpp (≥ 1.1.0), methods, checkmate |
| LinkingTo: | Rcpp |
| Suggests: | testthat (≥ 3.0.0), ggplot2, microbenchmark |
| Published: | 2026-05-18 |
| DOI: | 10.32614/CRAN.package.sobol (may not be active yet) |
| Author: | Angel Robles [aut, cre], Ilya M. Sobol [ctb] (Original Sobol sequence algorithm), Paul Bratley [ctb] (Algorithm implementation reference), Bennett L. Fox [ctb] (Algorithm implementation reference), Stephen Joe [ctb] (Direction numbers and primitive polynomials), Frances Y. Kuo [ctb] (Direction numbers and primitive polynomials) |
| Maintainer: | Angel Robles <a.l.robles.fernandez at gmail.com> |
| BugReports: | https://github.com/alrobles/sobol/issues |
| License: | GPL (≥ 3) |
| URL: | https://alrobles.github.io/sobol/ |
| NeedsCompilation: | yes |
| CRAN checks: | sobol results |
| Reference manual: | sobol.html , sobol.pdf |
| Package source: | sobol_1.0.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): sobol_1.0.0.tgz, r-oldrel (arm64): sobol_1.0.0.tgz, r-release (x86_64): sobol_1.0.0.tgz, r-oldrel (x86_64): sobol_1.0.0.tgz |
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