test pass

.eslintrc

@@ -0,0 +1,14 @@
+ecmaFeatures:
+    modules: true
+
+env:
+    es6: true
+    browser: true
+    node: true
+
+extends:
+    "eslint:recommended"
+
+rules:
+    no-cond-assign: 0
+    no-floating-decimal: 2

.gitignore

@@ -0,0 +1,19 @@
+# javascript
+node_modules
+dist
+build
+
+# docs
+giottoweb/docs/_build/
+
+.idea
+.project
+.pydevproject
+.grunt
+.coveralls.yml
+clean.py
+*.log
+*.pyc
+__pycache__
+.DS_Store
+coverage

.npmignore

@@ -0,0 +1,2 @@
+build/*.zip
+test/

.travis.yml

@@ -0,0 +1,9 @@
+language: node_js
+
+install:
+  - npm install
+
+before_script: grunt build
+
+notifications:
+  email: false

index.js

@@ -0,0 +1,2 @@
+export {default as sobol} from "./src/sobol";
+export {default as version} from "./src/version";

package.json

@@ -0,0 +1,38 @@
+{
+    "version": "0.1.0",
+    "name": "d3-quant",
+    "title": "d3-quant",
+    "description": "D3 library fron quantitative data analisys",
+    "homepage": "https://github.com/quantmind/d3-quant",
+    "repository": {
+        "type": "git",
+        "url": "https://github.com/quantmind/d3-quant.git"
+    },
+    "keywords": [
+        "d3",
+        "math"
+    ],
+    "license": "BSD-3-Clause",
+    "author": {
+        "name": "quantmind.com",
+        "email": "message@quantmind.com"
+    },
+    "main": "build/d3-quant.js",
+    "jsnext:main": "index",
+    "devDependencies": {
+        "faucet": "0.0",
+        "rollup": "0.25",
+        "rollup-plugin-babel": "",
+        "rollup-plugin-json": "",
+        "babel-preset-es2015-rollup": "",
+        "tape": "4",
+        "uglify-js": "2",
+        "eslint": ""
+    },
+    "scripts": {
+        "pretest": "mkdir -p build && node -e 'process.stdout.write(\"var version = \\\"\" + require(\"./package.json\").version + \"\\\"; export default version;\");' > src/version.js && rollup -c",
+        "test": "eslint index.js src test && faucet `find test -name '*-test.js'`",
+        "prepublish": "npm run test && uglifyjs build/d3-quant.js -c -m -o build/d3-quant.min.js && rm -f build/d3-quant.zip && zip -j build/d3-quant.zip -- LICENSE README.md build/d3-quant.js build/d3-quant.min.js",
+        "postpublish": "VERSION=`node -e 'console.log(require(\"./package.json\").version)'`; git push && git tag -am \"Release $VERSION.\" v${VERSION} && git push --tags && cp build/d3-quant.js"
+    }
+}

rollup.config.js

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+import json from 'rollup-plugin-json';
+import babel from 'rollup-plugin-babel';
+
+export default {
+    entry: 'index.js',
+    "format": "umd",
+    "moduleName": "d3_quant",
+    plugins: [ json(), babel({"presets": ["es2015-rollup"]}) ],
+    dest: 'build/d3-quant.js'
+};

src/banner.js

@@ -0,0 +1,10 @@
+//      <%= pkg.title || pkg.name %> - v<%= pkg.version %>
+//
+//      Compiled <%= grunt.template.today("yyyy-mm-dd") %>.
+//
+//      Copyright (c) <%= grunt.template.today("yyyy") %> - <%= pkg.author.name %>
+//      All rights reserved.
+//      License: <%= pkg.license %>
+//      For all details and documentation:
+//      <%= pkg.homepage %>
+//

src/sobol.js

@@ -0,0 +1,113 @@
+'use strict';
+const
+    BITS = 52,
+    SCALE = 2 << 51,
+    COEFFICIENTS = [
+        'd       s       a       m_i',
+        '2       1       0       1',
+        '3       2       1       1 3',
+        '4       3       1       1 3 1',
+        '5       3       2       1 1 1',
+        '6       4       1       1 1 3 3',
+        '7       4       4       1 3 5 13',
+        '8       5       2       1 1 5 5 17',
+        '9       5       4       1 1 5 5 5',
+        '10      5       7       1 1 7 11 1'
+    ];
+
+class Sobol {
+
+    constructor (dimension) {
+        _sobol.set(this, new SobolImpl(dimension));
+    }
+
+    get dimension () {
+        return _sobol.get(this).dimension;
+    }
+
+    get count () {
+        return _sobol.get(this).count;
+    }
+
+    next () {
+        return _sobol.get(this).next();
+    }
+}
+
+let i;
+
+// Simulate a WeekMap for now
+var _sobol = {
+    get: function (obj) {
+        return obj._self;
+    },
+    set: function (obj, value) {
+        obj._self = value;
+    }
+};
+
+class SobolImpl {
+
+    constructor(dimension) {
+        if (dimension < 1 || dimension > COEFFICIENTS.length) throw new Error("Out of range dimension");
+        this.dimension = dimension
+        this.count = 0;
+        this.direction = [];
+        this.x = [];
+        this.zero = [];
+
+        let tmp = [],
+            direction = this.direction,
+            zero = this.zero,
+            x = this.x,
+            lines = COEFFICIENTS;
+
+        for (i = 0; i <= BITS; i++) tmp.push(0);
+        for (i = 0; i < this.dimension; i++) {
+            direction[i] = tmp.slice();
+            x[i] = 0;
+            zero[i] = 0;
+        }
+
+        for (i = 1; i <= BITS; i++) direction[0][i] = 1 << (BITS - i);
+        for (var d = 1; d < this.dimension; d++) {
+            var cells = lines[d].split(/\s+/);
+            var s = +cells[1];
+            var a = +cells[2];
+            var m = [0];
+            for (i = 0; i < s; i++) m.push(+cells[3 + i]);
+            for (i = 1; i <= s; i++) direction[d][i] = m[i] << (BITS - i);
+            for (i = s + 1; i <= BITS; i++) {
+                direction[d][i] = direction[d][i - s] ^ (direction[d][i - s] >> s);
+                for (var k = 1; k <= s - 1; k++)
+                    direction[d][i] ^= ((a >> (s - 1 - k)) & 1) * direction[d][i - k];
+            }
+        }
+    }
+
+    next() {
+        if (this.count === 0) {
+            this.count++;
+            return this.zero.slice();
+        }
+        let v = [];
+        let c = 1;
+        let value = this.count - 1;
+        while ((value & 1) == 1) {
+            value >>= 1;
+            c++;
+        }
+        for (i = 0; i < this.dimension; i++) {
+            this.x[i] ^= this.direction[i][c];
+            v[i] = this.x[i] / SCALE;
+        }
+        this.count++;
+        return v;
+    }
+}
+
+function sobol(dim) {
+    return new Sobol(dim);
+}
+
+export default sobol;

src/version.js

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+var version = "0.1.0"; export default version;

test/quant-test.js

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+var tape = require("tape"),
+    quant = require('../');
+
+
+tape('quant version', function(test) {
+    test.ok(quant.version);
+    test.end();
+});

test/sobol-test.js

@@ -0,0 +1,20 @@
+var tape = require("tape"),
+    quant = require('../');
+
+
+tape('test sobol constructor', function(test) {
+    var sobol = quant.sobol(1);
+    test.equal(sobol.dimension, 1);
+    test.equal(sobol.count, 0);
+    test.end();
+});
+
+tape('test sobol next', function(test) {
+    var sobol = quant.sobol(1);
+    var v = sobol.next();
+    test.ok(v);
+    test.equal(sobol.count, 1);
+    test.notEqual(v, sobol.next());
+    test.end();
+});
+