Package: sobol
Type: Package
Title: Quasi-Monte Carlo Sobol Sequence Generator
Version: 1.0.0
Authors@R: c(
    person("Angel", "Robles", email = "a.l.robles.fernandez@gmail.com", role = c("aut", "cre")),
    person("Ilya M.", "Sobol", role = "ctb", comment = "Original Sobol sequence algorithm"),
    person("Paul", "Bratley", role = "ctb", comment = "Algorithm implementation reference"),
    person("Bennett L.", "Fox", role = "ctb", comment = "Algorithm implementation reference"),
    person("Stephen", "Joe", role = "ctb", comment = "Direction numbers and primitive polynomials"),
    person("Frances Y.", "Kuo", role = "ctb", comment = "Direction numbers and primitive polynomials")
    )
Description: Provides a fast and efficient implementation of Sobol sequences
    for quasi-Monte Carlo methods. The Sobol sequence is a low-discrepancy
    sequence with the property that for all values of N, its subsequence
    x1, ..., xN has a low discrepancy. It can be used to generate
    quasi-random numbers for use in Monte Carlo integration and other
    simulation methods. This implementation is based on the algorithms
    described by Bratley and Fox (1988) <doi:10.1145/42288.214372> and
    uses direction numbers from Joe and Kuo (2008) <doi:10.1145/1358628.1358630>.
    The package includes both batch and incremental interfaces with support
    for arbitrary starting indices and reproducible sequences. It uses 'Rcpp'
    for efficient 'C++' integration.
URL: https://alrobles.github.io/sobol/
BugReports: https://github.com/alrobles/sobol/issues
Encoding: UTF-8
Depends: R (>= 3.5.0)
Imports: Rcpp (>= 1.1.0), methods, checkmate
LinkingTo: Rcpp
Suggests: testthat (>= 3.0.0), ggplot2, microbenchmark
RoxygenNote: 7.3.3
License: GPL (>= 3)
NeedsCompilation: yes
Packaged: 2026-05-13 04:35:08 UTC; alrob
Author: Angel Robles [aut, cre],
  Ilya M. Sobol [ctb] (Original Sobol sequence algorithm),
  Paul Bratley [ctb] (Algorithm implementation reference),
  Bennett L. Fox [ctb] (Algorithm implementation reference),
  Stephen Joe [ctb] (Direction numbers and primitive polynomials),
  Frances Y. Kuo [ctb] (Direction numbers and primitive polynomials)
Maintainer: Angel Robles <a.l.robles.fernandez@gmail.com>
Repository: CRAN
Date/Publication: 2026-05-18 18:30:02 UTC
