UncertaintyQuantification.jl
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implement qmc-randomization
Using methods from QuasiMonteCarlo.jl
Codecov Report
Attention: 6 lines in your changes are missing coverage. Please review.
Comparison is base (
e62374b) 98.81% compared to head (5795b41) 98.27%.
| Files | Patch % | Lines |
|---|---|---|
| src/simulations/montecarlo.jl | 86.95% | 6 Missing :warning: |
Additional details and impacted files
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## master #143 +/- ##
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- Coverage 98.81% 98.27% -0.54%
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Files 27 27
Lines 1010 1046 +36
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+ Hits 998 1028 +30
- Misses 12 18 +6
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Based on the feedback from the QMC.jl devs we need to restrict lattice rules to shifting and allows scrambling only for digital nets (sobol, faure (to be added)).
Then we should contribute the rhalton sampling to the QMC package to allow for scrambled halton sequences. https://arxiv.org/pdf/1706.02808.pdf