Skip to content

Instantly share code, notes, and snippets.

@BibMartin

BibMartin/halton-sequence

Created March 17, 2016 20:40
Show Gist options

  • Select an option

    Learn more about clone URLs
  • Save BibMartin/8437e2ed0a5a11ce86d5 to your computer and use it in GitHub Desktop.

Select an option

Learn more about clone URLs
Save BibMartin/8437e2ed0a5a11ce86d5 to your computer and use it in GitHub Desktop.
Download ZIP
Raw
halton-sequence
```python
import numpy as np
import scipy.stats as st
import matplotlib.pyplot as plt
import openturns as ot
import pandas as pd
sequence = ot.LowDiscrepancySequence(ot.HaltonSequence(1000))
data = pd.DataFrame([list(u) for u in sequence.generate(10000)])
norm = data.applymap(st.norm.ppf)
```
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment