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sobol  

Quasi-Monte Carlo Sobol Sequence Generator
View on CRAN: Click here


Download and install sobol package within the R console
Install from CRAN:
install.packages("sobol")

Install from Github:
library("remotes")
install_github("cran/sobol")

Install by package version:
library("remotes")
install_version("sobol", "1.0.0")



Attach the package and use:
library("sobol")
Maintained by
Angel Robles
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-05-18
Latest Update: 2026-05-18
Description:
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.
How to cite:
Angel Robles (2026). sobol: Quasi-Monte Carlo Sobol Sequence Generator. R package version 1.0.0, https://cran.r-project.org/web/packages/sobol. Accessed 09 Oct. 2026.
Previous versions and publish date:
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Complete documentation for sobol
Functions, R codes and Examples using the sobol R package
Full sobol package functions and examples
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