Quasi-Random LpTau
Quasi-Random LpTau generates quasi-random sequences, see references [2] [20] and [22]. The starting point of the generation is the creation of Sobol’s sequences. These are uniformly distributed sets of L = MN points in the N-dimensional unit cube: I = [0,1] x ... x [0,1]. Each point generated is then used as input to the transformation that calculates the inverse cumulative function of each element of the factor set.
IMPORTANT:
Quasi-random LpTau can be used when the input factors are
uncorrelated and if the cardinality of the set is less than 1024