repeated sampling from sobol (or halton) sequence

Hello

Very new to the idea of Quasi RN sampling. Starting point:

If I had to sample 20 times from the standard normal (5 random numbers at a time), I would just do this:

for i = 1: 20
    x = randn(1, 1:5)
end

How would I do the same from a halton or sobol sequence?

I've been looking at the documentation.....not clear yet. I'm sure its staring at me....just a little help would be awesome!!

[Chet Sharma]

Still searching....I tried the following code. What I'm not able to understand is how to change the result of the test2 variable....how do I make it change for each iteration? The code here doesn't quite do it....

for i = 1 : 10
    test = haltonset(1000, 'skip', i);
    test = scramble(test, 'RR2');
    test2 = net(test, 5);
end

[Bharath Attoti]

Yes, I am not sure why but even a change in rng seed value does not seem to change the output point set of sobolset and haltonset. I remember getting diffirent results with change in seed in the 2017b version of Matlab. I have upgraded to version 2022b now. Is it the issue with the latest version? Which version are you using?

Answer 1

[Chet Sharma]

Looks like the answer may be much simpler:

x1 = RandStream('mt19937ar')

x1 = 
mt19937ar random stream
             Seed: 0
  NormalTransform: Ziggurat

x2 = randn(x1, 4, 1)

x2 = 4×1

0.5377 1.8339 -2.2588 0.8622