r - Sobol values greater than 1 after Owen scrambling -
the sobol() function in randtoolbox (version 1.17) package in r (version 3.3.2) gives values greater 1 (see example below). bug or owen scrambling generate values outside range of underlying sequence? looked @ following reference , didn't find mention of issue.
i. lirkov, s. margenov, , j. wasniewski (eds.): lssc 2009, lncs 5910, pp. 459–466, 2010.
mwe:
library('randtoolbox') sobolseq = sobol(n=100000,dim=10,seed=84,scrambling=1) print(max(sobolseq )) output:
warning message: in sobol(n = 1e+05, dim = 10, seed = 84, scrambling = 1) : call sobol() raised error generating numerics greater or equal 1. [1] 1.999992
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