sobol: Quasi-Monte Carlo Sobol Sequence Generator

Provides a fast and efficient implementation of Sobol sequences for quasi-Monte Carlo methods. The Sobol sequence is a low-discrepancy sequence with the property that for all values of N, its subsequence x1, ..., xN has a low discrepancy. It can be used to generate quasi-random numbers for use in Monte Carlo integration and other simulation methods. This implementation is based on the algorithms described by Bratley and Fox (1988) <doi:10.1145/42288.214372> and uses direction numbers from Joe and Kuo (2008) <doi:10.1145/1358628.1358630>. The package includes both batch and incremental interfaces with support for arbitrary starting indices and reproducible sequences. It uses 'Rcpp' for efficient 'C++' integration.

Version:	1.0.0
Depends:	R (≥ 3.5.0)
Imports:	Rcpp (≥ 1.1.0), methods, checkmate
LinkingTo:	Rcpp
Suggests:	testthat (≥ 3.0.0), ggplot2, microbenchmark
Published:	2026-05-18
DOI:	10.32614/CRAN.package.sobol
Author:	Angel Robles [aut, cre], Ilya M. Sobol [ctb] (Original Sobol sequence algorithm), Paul Bratley [ctb] (Algorithm implementation reference), Bennett L. Fox [ctb] (Algorithm implementation reference), Stephen Joe [ctb] (Direction numbers and primitive polynomials), Frances Y. Kuo [ctb] (Direction numbers and primitive polynomials)
Maintainer:	Angel Robles <a.l.robles.fernandez at gmail.com>
BugReports:	https://github.com/alrobles/sobol/issues
License:	GPL (≥ 3)
URL:	https://alrobles.github.io/sobol/
NeedsCompilation:	yes
CRAN checks:	sobol results

Documentation:

Reference manual:

sobol.html , sobol.pdf

Downloads:

Package source:	sobol_1.0.0.tar.gz
Windows binaries:	r-devel: not available, r-release: sobol_1.0.0.zip, r-oldrel: sobol_1.0.0.zip
macOS binaries:	r-release (arm64): sobol_1.0.0.tgz, r-oldrel (arm64): sobol_1.0.0.tgz, r-release (x86_64): sobol_1.0.0.tgz, r-oldrel (x86_64): sobol_1.0.0.tgz

Linking:

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