Merge pull request #19 from michaelosthege/sobol_seq

setup.py

@@ -1,15 +1,17 @@
 from setuptools import setup
 
-setup(name='sobol_seq',
-      version='0.1.2',
-      description='Sobol sequence generator',
-      url='https://github.com/naught101/sobol_seq',
-      author='naught101',
-      author_email='naught101@gmail.com',
-      license='MIT',
-      packages=['sobol_seq'],
-      install_requires=[
-          'scipy',
-          'numpy'
-      ],
-      zip_safe=False)
+setup(
+    name='sobol_seq',
+    version='0.2.0',
+    description='Sobol sequence generator',
+    url='https://github.com/naught101/sobol_seq',
+    author='naught101',
+    author_email='naught101@gmail.com',
+    license='MIT',
+    packages=['sobol_seq'],
+    install_requires=[
+        'scipy',
+        'numpy'
+    ],
+    zip_safe=False
+)

sobol_seq/sobol_seq.py

@@ -111,7 +111,7 @@ def i4_bit_lo0(n):
     return bit
 
 
-def i4_sobol_generate(dim_num, n, skip=1):
+def i4_sobol_generate(dim_num, n, skip=0):
     """
     i4_sobol_generate generates a Sobol dataset.
 
@@ -124,13 +124,12 @@ def i4_sobol_generate(dim_num, n, skip=1):
     """
     r = np.full((n, dim_num), np.nan)
     for j in range(n):
-        seed = j + skip
-        r[j, 0:dim_num], next_seed = i4_sobol(dim_num, seed)
+        r[j, :], _ = i4_sobol(dim_num, seed=1+skip+j)
 
     return r
 
 
-def i4_sobol_generate_std_normal(dim_num, n, skip=1):
+def i4_sobol_generate_std_normal(dim_num, n, skip=0):
     """
     Generates multivariate standard normal quasi-random variables.
 
@@ -141,9 +140,7 @@ def i4_sobol_generate_std_normal(dim_num, n, skip=1):
 
       Output, real np array of shape (n, dim_num).
     """
-
     sobols = i4_sobol_generate(dim_num, n, skip)
-
     normals = norm.ppf(sobols)
 
     return normals