Native draws

The generation of draws is performed using the command Draws("var", "DRAW_TYPE"), where var is the name of the random variable and DRAW_TYPE is its distribution.

See the Draws documentation for the complete API. Draw types can be user-defined or selected from the native draws listed below.

See Bierlaire (2019) for details on the native draw generators.

Name	Description
NORMAL	Normal N(0, 1) draws
NORMAL_ANTI	Antithetic normal draws
NORMAL_HALTON2	Normal draws from Halton base 2 sequence
NORMAL_HALTON3	Normal draws from Halton base 3 sequence
NORMAL_HALTON5	Normal draws from Halton base 5 sequence
NORMAL_MLHS	Normal draws from Modified Latin Hypercube Sampling
NORMAL_MLHS_ANTI	Antithetic normal draws from Modified Latin Hypercube Sampling
UNIFORM	Uniform U[0, 1]
UNIFORMSYM	Uniform U[-1, 1]
UNIFORMSYM_ANTI	Antithetic uniform U[-1, 1]
UNIFORMSYM_HALTON2	Halton draws on [-1, 1] with base 2, skipping the first 10
UNIFORMSYM_HALTON3	Halton draws on [-1, 1] with base 3, skipping the first 10
UNIFORMSYM_HALTON5	Halton draws on [-1, 1] with base 5, skipping the first 10
UNIFORMSYM_MLHS	Modified Latin Hypercube Sampling on [-1, 1]
UNIFORMSYM_MLHS_ANTI	Antithetic Modified Latin Hypercube Sampling on [-1, 1]
UNIFORM_ANTI	Antithetic uniform U[0, 1]
UNIFORM_HALTON2	Halton draws with base 2, skipping the first 10
UNIFORM_HALTON3	Halton draws with base 3, skipping the first 10
UNIFORM_HALTON5	Halton draws with base 5, skipping the first 10
UNIFORM_MLHS	Modified Latin Hypercube Sampling on [0, 1]
UNIFORM_MLHS_ANTI	Antithetic Modified Latin Hypercube Sampling on [0, 1]