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Description
This is an update to an existing sampler providing different but more robust results.
Changed
The QuasiRandomNumberSampler has been updated to use scipy's implementation for Sobol and Halton sequences.
Benefits include:
- Continue the sequence from a certain point with the
sequence_offsetoption. - A
scrambleoption for better randomization - The directional numbers for generating a Sobol sequence are updated to allow for higher dimensions. Joe and Kuo 2008 This gives different but still valid results compared to the previous version.