61 lines
1.2 KiB
Markdown
61 lines
1.2 KiB
Markdown
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# VDC
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Pure JS implementation of van der Corput low-discrepancy sequences.
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## Installation
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Available on [npm vdc](http://npm.im/vdc):
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```
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$ npm install vdc
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```
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## Usage
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The exported function `VDC` accepts a `opts` object with the following fields:
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- `b` (default `2`) base for the sequence.
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- `n` (default `0`) starting index for the sequence.
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Calling without arguments will default to the aforementioned values.
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The object returned by `VDC` exposes a `next()` method to get the next element.
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The field `last` holds the most recently generated value (accessing the field
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does not trigger a recalculation)
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## Sample Session
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```
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var VDC = require('vdc')
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var opts = {'n':0, 'b':2};
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var generator = VDC(opts);
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for(var i = 0; i != 10; ++i) console.log(generator.next());
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```
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The expected output is
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```
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0 (0/1)
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0.5 (1/2)
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0.25 (1/4)
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0.75 (3/4)
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0.125 (1/8)
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0.625 (5/8)
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0.375 (3/8)
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0.875 (7/8)
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0.0625 (1/16)
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0.5625 (9/16)
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```
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## Notes
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`0` is the first value. Some sources (notably Wikipedia) start the sequence at
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`1/2`, but others (Glasserman "Monte Carlo Methods in Financial Engineering")
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claim that the original sequence definition started at `0`.
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## License
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MIT-licensed. See `LICENSE`
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