Is there a bug in the Hatlonset?

Hello,

I am using the haltonset to generate quasi random variable, but I will get strange numbers if I am using more then 26 dimension.

e.g. q = haltonset(26,'Skip',1e3,'Leap',1e2); RandMat_Halton = net(p,100);

the 26 Dimension is not well distributed between 1 and 0. It is more clustering around 0.9 , the Sobolset works well. Is there a solution or maybe a bug in the code?

Cheers Manuel

Answer 1

[Tushar Sinha]

Hi Manuel,

The following link answers your question related to the points returned not always uniformly distributed over each of the dimensions when using "Haltonset" with 26 dimensions.

Haltonset issue

The above link mentions that:

A known rule for choosing Leap values for Halton sets is to set it to (P-1) where P is a prime number that has not been used to generate one of the dimensions, i.e. for a k-dimensional point set P would be the (k+1)th or greater prime.

I hope this helps resolve the issue you are facing.

Thanks,

Tushar

[Manuel]

Hi Tushar

Thank you so much for your advice and helped a lot to resolve my issue. I could combine the rule with the function ( nthprime ) and now it is working perfectly!

Cheers Manuel