js-vdc/README.md

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2013-12-14 07:43:55 +00:00
# VDC
Pure JS implementation of van der Corput low-discrepancy sequences.
## Installation
Available on [npm vdc](http://npm.im/vdc):
```
$ npm install vdc
```
## Usage
The exported function `VDC` accepts a `opts` object with the following fields:
- `b` (default `2`) base for the sequence.
- `n` (default `0`) starting index for the sequence.
Calling without arguments will default to the aforementioned values.
The object returned by `VDC` exposes a `next()` method to get the next element.
The field `last` holds the most recently generated value (accessing the field
does not trigger a recalculation)
## Sample Session
```
var VDC = require('vdc')
var opts = {'n':0, 'b':2};
var generator = VDC(opts);
for(var i = 0; i != 10; ++i) console.log(generator.next());
```
The expected output is
```
0 (0/1)
0.5 (1/2)
0.25 (1/4)
0.75 (3/4)
0.125 (1/8)
0.625 (5/8)
0.375 (3/8)
0.875 (7/8)
0.0625 (1/16)
0.5625 (9/16)
```
## Notes
`0` is the first value. Some sources (notably Wikipedia) start the sequence at
`1/2`, but others (Glasserman "Monte Carlo Methods in Financial Engineering")
claim that the original sequence definition started at `0`.
## License
2016-01-16 19:17:26 +00:00
Please consult the attached LICENSE file for details. All rights not explicitly
granted by the Apache 2.0 license are reserved by the Original Author.
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