gethalton.m

Matlab codes for financial models

function Seq = GetHalton(HowMany, Base)
Seq = zeros(HowMany,1);
NumBits = 1+ceil(log(HowMany)/log(Base));
VetBase = Base.^(-(1:NumBits));
WorkVet = zeros(1,NumBits);
for i=1:HowMany
   % increment last bit and carry over if necessary
   j=1;
   ok = 0;
   while ok == 0
      WorkVet(j) = WorkVet(j)+1;
      if WorkVet(j) < Base
         ok = 1;
      else
         WorkVet(j) = 0;
         j = j+1;
      end
   end
   Seq(i) = dot(WorkVet,VetBase);
end