matlab中自带的sobol的函数提供的sobol序列

 1 clc;
 2 clear all;
 3 close all;
 4 M=9;% 维度，几个参数
 5 nPop=200;
 6 VarMin=[0.6,   0.10,  0.002,    0.02,    0.17,    0.0,   0.17,   0.0,  0.0];%各个参数下限
 7 VarMax=[2.0,   0.49,   0.05,    0.30,    2.6,     0.0,   1.30,   0.99, 5.0];%各个参数上限
 8 p = sobolset(M);
 9 % R=p(1:nPop,:);% 我只用前nPop个
10 R=[];
11 for i=1:nPop
12     r=p(i,:);
13     r=VarMin+r.*(VarMax-VarMin);
14     R=[R; r];
15 end
16 plot(R(:,1),'b*')

sobol 采样方法的matlab程序

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当然，matlab中还有其余的抽样类型：

Construct Halton quasi-random point set、Latin hypercube sample、Construct Sobol quasi-random point set、Continuous uniform random numbers

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haltonset

Class: haltonset

Construct Halton quasi-random point set

Syntax

p = haltonset(d)
p = haltonset(d,prop1,val1,prop2,val2,...)

   

Description

p = haltonset(d) constructs a d-dimensional point set p of the haltonset class, with default property settings.

p = haltonset(d,prop1,val1,prop2,val2,...) specifies property name/value pairs used to construct p.

The object p returned by haltonset encapsulates properties of a specified quasi-random sequence. The point set is finite, with a length determined by the Skip and Leap properties and by limits on the size of point set indices (maximum value of 253). Values of the point set are not generated and stored in memory until you access p