FaureSequence Class

Represents a Fauré Sequence of pseudo-_random vectors.

For a list of all members of this type, see FaureSequence Members.

System.Object
   RandomSequence
      FaureSequence

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 GeneralVector that contains the current point. Depending on the value of the ReturnNewInstance property, a new GeneralVector instance is created for each point, or the new elements are copied into an existing instance.

Requirements

Namespace: Extreme.Statistics.Random

Assembly: Extreme.Statistics (in Extreme.Statistics.dll)

See Also

FaureSequence Members | Extreme.Statistics.Random Namespace | HaltonSequence