Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/InverseCumulativeRsg-tp937p943.html
On Thu, 2007-05-31 at 13:12 +0100, Andrea Loddo wrote:
> What I need a random sequence generator that I instantiate in this
> way:
>
> Size dimension = 3;
> SobolRsg sobol ( dimension , 0 ) ;
> InverseCumulativeNormal invCumNorm ( 0 , 1 ) ;
> InverseCumulativeRsg<SobolRsg , InverseCumulativeNormal> myRSG
> ( sobol , invCumNorm ) ;
>
> Everything works perfectly. The only thing I don't get is the concept
> of dimensionality. I would expect the member
>
> x_.value
>
> of myRSG to be an Array of 3 elements.
Correct.
> The member n_, which should be the dimension of the Array, is
> correctly set to 3...
So far, so good...
> but apparently just one normal random number is generated.
The three components of the array should hold three random numbers. What
goes wrong?
Later,
Luigi
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