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Generate a Batch of Sobol Points

Source: R/sobol_points.R
sobol_points.Rd

Efficiently generates a matrix of Sobol sequence points. This is a convenience function that does not maintain state between calls. For incremental generation, use sobol_generator instead.

Arguments

n

Integer, the number of points to generate. Must be non-negative.

dim

Integer, the number of dimensions for each point. Must be a positive integer. The first 1000 dimensions use precomputed direction numbers for instant initialization; higher dimensions fall back to runtime generation.

skip

Numeric, the number of initial points to skip (default: 0). This allows generating subsequences of the Sobol sequence.

Value

A numeric matrix with n rows and dim columns, where each row represents a point in the Sobol sequence. Values are in [0, 1). If n = 0, returns a 0 x dim matrix.

Details

This function is implemented directly in C++ via Rcpp and is more efficient than creating a generator and calling sobol_next_n when you know in advance how many points you need.

The skip parameter allows you to start from any point in the sequence, which is useful for:

  • Reproducibility: generating the same subsequence across runs

  • Parallelization: different workers can generate non-overlapping segments

  • Continuation: extending a previous sequence without regenerating early points

See also

sobol_generator for incremental generation with state, sobol_design for scaled parameter-space designs

Examples

# Generate 1000 points in 5 dimensions
points <- sobol_points(n = 1000, dim = 5)
dim(points) # [1] 1000    5
#> [1] 1000    5

# Skip the first 100 points
points_skipped <- sobol_points(n = 100, dim = 2, skip = 100)

# Empty result
empty <- sobol_points(n = 0, dim = 3)
dim(empty) # [1] 0 3
#> [1] 0 3