generators.py 文件源码

def halton2(dim, nsims):
    """
    la fonction ne crash plus.
    Version 2 de la suite d'halton sans la librairie Python existante.
    """
    h = np.empty(nsims * dim)
    h.fill(np.nan)
    p = np.empty(nsims)
    p.fill(np.nan)
    Base = [2, 3, 5, 7, 11, 13, 17, 19, 23, 29, 31]
    lognsims = log(nsims + 1)
    for i in range(dim):
        base = Base[i]
        n = int(ceil(lognsims / log(base)))
        for t in range(n):
            p[t] = pow(base, -(t + 1) )
        for j in range(nsims):
            d = j + 1
            somme = fmod(d, base) * p[0]
            for t in range(1, n):
                d = floor(d / base)
                somme += fmod(d, base) * p[t]

            h[j*dim + i] = somme

    return norm.ppf(h.reshape(dim, nsims))