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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 | %feature("docstring") OT::RandomizedQuasiMonteCarlo
"Randomized quasi Monte Carlo.
Available constructor:
RandomizedQuasiMonteCarlo(*event*)
RandomizedQuasiMonteCarlo(*event, sequence*)
Parameters
----------
event : :class:`~openturns.Event`
The event we are computing the probability of.
sequence : :class:`~openturns.LowDiscrepancySequence`
A low discrepancy sequence used to generate the samples. Default is the
Sobol sequence.
See also
--------
Simulation
Notes
-----
Be careful, to be valid, the RandomizedQuasiMonteCarlo sampling method requires
that the multivariate distribution have an independent copula. All events can be
reduced to this case using the Rosenblatt transformation."
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