halton.m

Numerical Methods In_Finance And Economics Matlab Source Code

function h=Halton(n,b)
n0 = n;
h = 0;
f = 1/b;
while (n0 > 0)
   n1 = floor(n0/b);
   r = n0 - n1*b;
   h = h+f*r;
   f = f/b;
   n0=n1;
end