sobol_sequence
- pyapprox.expdesign.sobol_sequence(nvars, nsamples, start_index=0, variable=None)[source]
Generate a multivariate Sobol sequence
- Parameters:
- nvarsinteger
The number of dimensions
- nsamplesinteger
The number of samples needed
- start_indexinteger
The number of initial samples in the Sobol sequence to skip
- variable:class:pyapprox.variabels.IndependentMarginalsVariable
If provided will be used for inverse transform sampling
- Returns:
- samplesnp.ndarray (nvars, nsamples)
The low-discrepancy samples