5.110 calc_sobol_cpp

Loadable Function: retvec = calc_sobol_cpp(scen,

dim, directionfile) Calculate Sobol numbers for scen rows and dim columns for a given file with direction numbers directionfile. Implementation uses code of Frances Y. Kuo and Stephen Joe, 2008. taken from http://web.maths.unsw.edu.au/~fkuo/sobol/ License included in source code.