SobolSequence

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SobolSequence(n,i)

Returns the «n»th Sobol sequence along index «i», where «i» defaults to the Run index.

Example

SampleSize := 256
 
Variable X := SobolSequence(1)
 
Variable Y := SobelSequence(2)

The following shows the scatter plot of Y vs. X.

SobolScatter.png

The sequence tends to fill the 2-D space. Compare this to a purely Uniform random scatter:

RandomScatter.png

The Sobol fills out the space in a more uniform fashion with fewer instances where several points cluster closely or large regions devoid of coverage.

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