Represents a Fauré Sequence of pseudo-_random vectors.
SystemObject Extreme.Statistics.RandomRandomSequence Extreme.Statistics.RandomFaureSequence
Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 6.0.16073.0 (6.0.16312.0)
public sealed class FaureSequence : RandomSequence
Public NotInheritable Class FaureSequence
public ref class FaureSequence sealed : public RandomSequence
type FaureSequence =
The FaureSequence type exposes the following members.
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.
Supported in: 5.x, 4.x