Closed FriesischScott closed 2 years ago
33e33556ff397885e04a8812e39f1de84a8f824c added LHS and dropped the dependency on Sobol. QMC.jl uses Sobol internally, so the end result is the same.
Depends on #55
Depends on #58
Since I don't care about grid sampling, these are all done now.
Currently we have Sobol and Halton from two different packages. It might be a good idea to switch to QuasiMonteCarlo.jl and implement everything it offers.
QMC.jl includes:
I vaguely remember an issue with creating high dimensional LH samples in this but I am not sure.