Generating Halton sequences using Mata

Stata Journal

Volumn 6, Issue 2, 2006, Pages 214-228

  Drukker, David M ^a   Gates, Richard ^a  

^a StataCorp   (United States)

Author keywords

Halton set; Halton(); Hammersley set; Quasirandom numbers; st0103

Indexed keywords

EID: 33746265798     PISSN: 1536867X     EISSN: None     Source Type: Journal    
DOI: 10.1177/1536867x0600600204     Document Type: Review

References (5)

1. Fang, K.-T., and Y. Wang. 1994. Number-theoretic Methods in Statistics. London: Chapman & Hall.
2. Genz, A. 1992. Numerical computation of multivariate normal probabilities. Journal of Computational and Graphical Statistics 1: 141-149.
3. Niederreiter, H. 1992. Random Number Generation and Quasi-Monte Carlo Methods. Philadelphia: SIAM.
4. Train, K. 2003. Discrete Choice Methods with Simulation. Cambridge: Cambridge University Press.
5. Wang, X., and F. J. Hickernell. 2000. Randomized Halton sequences. Mathematical and Computer Modeling 32: 887-899.