QUASI

Ruby Port of the quasi-random part of Michael J. Myers Martingale Project(martingale.berlios.de/Martingale.html)

Installation

gem install quasi

Usage

example usage

example 1.

q_seq= Quasi::Halton.new(1)
for i in 1..10
q_rand= q_seq.nextQuasiNormalVector[0]
puts q_rand
end

example 2.

q_seq= Quasi::NX.new(1)
for i in 1..10
q_rand= q_seq.nextPoint[0]
puts q_rand
end

There are still some rough edges. Feedback is appreciated.

License

Copyright © 2010 Thomas Adolfsson

This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You should have received a copy of the GNU General Public License along with this program; if not, write to the Free Software Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.