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FriesischScott / UncertaintyQuantification.jl

Uncertainty Quantification in Julia
MIT License
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Implement LatticeRuleSampling #58

Closed FriesischScott closed 2 years ago

FriesischScott commented 2 years ago

The last QMC method I'd like to have implemented is the one based on rank-1 lattice rules. Implementation should be straight forward in line with the other QMC methods.

s = QuasiMonteCarlo.sample(n,lb,ub,LatticeRuleSample())

Tests should be added to test the first few values like with the other methods.