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naught101 / sobol_seq

python implementation of Sobol' sequence generator
MIT License
67 stars 29 forks source link

Added function generating quasi-random normal variables. #5

Closed bstemper closed 8 years ago

bstemper commented 8 years ago

Short code written for personal use. Tested and works. Convenience function for non-stats people (see e.g. http://stats.stackexchange.com/questions/27450/best-method-for-transforming-low-discrepancy-sequence-into-normal-distribution) wanting to simulate bespoke variables.

naught101 commented 8 years ago

Cool, thanks!