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R Sequence 🎲

Simple C++ class for sampling low discrepancy reccurrence sequence described in The Unreasonable Effectiveness of Quasirandom Sequences

Uses pybind to expose functionality in python.

Installation

pip install . 

from the root of this repo

Then rsequence can be imported in python.

For usage check out the example notebook

Quick look

This is how the low discrepancy sequence looks compared to a pseudorandom sample (uniform) comparison

You can keep sampling from the same object, and the whole sequence will be low-discrepancy. sample

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C++ quasirandom sequence generator with python bindinds

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