lundi 26 janvier 2015

Generate Quasi-Random Samples from Distribution Object

I've got several distribution objects in Matlab like this one:



% gravity [m/s2]
Uncer.Param.gravity.LB = 9.801;
Uncer.Param.gravity.UB = 9.867;
Uncer.Param.gravity.pd = makedist('Uniform','Lower',Uncer.Param.gravity.LB, 'Upper', Uncer.Param.gravity.UB);
Uncer.Param.gravity.value=0;


I know I can generate a random sample with the random-function, but I want to generate a sample made of quasi-random-numbers (Sobol).


I get a matrix filled with these quasi-random-numbers like this:



set = net(sobolset(countParameter*2, 'Skip',1), countSimulation);


And I know furthermore, that I can interpolate the distribution values with the function interp1 and the corresponding CDF.


The problem is that my matrix-dimensions are round about 1000x20 and the interpolation would cost a ton ammount of time.


Is there a faster way to do this?





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