Sampler APIs

Sample

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Samplers

QuasiMonteCarlo.LatinHypercubeSampleType
struct LatinHypercubeSample <: SamplingAlgorithm end

Samples using a Latin Hypercube.

LatinHypercubeSample(threading=false)

Keyword arguments:

  • threading: whether to use threading. Default is false, i.e. serial.
QuasiMonteCarlo.KroneckerSampleType
struct KroneckerSample{A,B} <: SamplingAlgorithm

KroneckerSample(alpha, s0) for a Kronecker sequence, where alpha is an length-d vector of irrational numbers (often sqrt(d)) and s0 is a length-d seed vector (often 0).

QuasiMonteCarlo.SectionSampleType
struct SectionSample{T} <: SamplingAlgorithm

SectionSample(x0, sampler) where sampler is any sampler above and x0 is a vector of either NaN for a free dimension or some scalar for a constrained dimension.