FaureSequence Class

Introduction

Deployment Guide

Using Parallelism

Mathematics Library User's Guide

Vector and Matrix Library User's Guide

Statistics Library User's Guide

Reference

Represents a Fauré Sequence of pseudo-_random vectors.

Namespace: Extreme.Statistics.Random
Assembly: Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 4.2.11333.0 (4.2.12253.0)

Syntax

C#
public sealed class FaureSequence : RandomSequence

Visual Basic (Declaration)
Public NotInheritable Class FaureSequence _ Inherits RandomSequence

Visual C++
public ref class FaureSequence sealed : public RandomSequence

F#
[<SealedAttribute>] type FaureSequence = class inherit RandomSequence end

Remarks

Use the FaureSequence class to represent a Fauré sequence. A Fauré sequence is one kind of quasi-_random sequence. Quasi-_random sequences, also called low discrepancy sequences, are sequences of vectors that progressively cover a multi-dimensional space with points that are uniformly distributed.

The best known algorithm for generating quasi-_random sequences is due to the French mathematician Henri Fauré. Fauré sequences are popular in mathematical finance simulations.

FaureSequence inherits from RandomSequence and implements IEnumerable. This means instances can be used in for...each loops. The Current property returns a DenseVector that contains the current point. Depending on the value of the ReturnNewInstance property, a new DenseVector instance is created for each point, or the new elements are copied into an existing instance.

Inheritance Hierarchy

System..::..Object
Extreme.Statistics.Random..::..RandomSequence
Extreme.Statistics.Random..::..FaureSequence

Syntax

Remarks

Inheritance Hierarchy

See Also