I believe there is a bug in rnorm.sobol. Try hist(rnorm.sobol(2300,1200)) and compare to hist(rnorm.pseudo(2300,1200))
Bug in rnorm.sobol, fOptions package
1 message · Tolga Uzuner
1 message · Tolga Uzuner
I believe there is a bug in rnorm.sobol. Try hist(rnorm.sobol(2300,1200)) and compare to hist(rnorm.pseudo(2300,1200))