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Scrambled Halton sequences in Mata

Author

Listed:
  • Stanislav Kolenikov

    (University of Missouri)

Abstract
In this article, I discuss the need for Halton sequences and discuss the Mata implementation of scrambling of Halton sequences, providing several examples of scrambling procedures. Copyright 2012 by StataCorp LP.

Suggested Citation

  • Stanislav Kolenikov, 2012. "Scrambled Halton sequences in Mata," Stata Journal, StataCorp LP, vol. 12(1), pages 29-44, March.
    • Handle: RePEc:tsj:stataj:v:12:y:2012:i:1:p:29-44
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    References listed on IDEAS

    as
    1. David M. Drukker & Richard Gates, 2006. "Generating Halton sequences using Mata," Stata Journal, StataCorp LP, vol. 6(2), pages 214-228, June.
    2. David Roodman, 2011. "Fitting fully observed recursive mixed-process models with cmp," Stata Journal, StataCorp LP, vol. 11(2), pages 159-206, June.
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