bundles / scipy 1.17.1 / scipy / stats / _qmvnt / _mvn_qmc_integrand
function
scipy.stats._qmvnt:_mvn_qmc_integrand
source: /scipy/stats/_qmvnt.py :246
Signature
def _mvn_qmc_integrand ( covar , low , high , use_tent = False ) Summary
Transform the multivariate normal integration into a QMC integrand over a unit hypercube.
Extended Summary
The dimensionality of the resulting hypercube integration domain is one less than the dimensionality of the original integrand. Note that this transformation subsumes the integration bounds in order to account for infinite bounds. The QMC integration one does with the returned integrand should be on the unit hypercube.
Parameters
covar: (n, n) float arrayPossibly singular, positive semidefinite symmetric covariance matrix.
low, high: (n,) float arrayThe low and high integration bounds.
use_tent: bool, optionalIf True, then use tent periodization. Only helpful for lattice rules.
Returns
integrand: Callable[[NDArray], NDArray]The QMC-integrable integrand. It takes an
(n_qmc_samples, ndim_integrand)array of QMC samples in the unit hypercube and returns the(n_qmc_samples,)evaluations of at these QMC points.ndim_integrand: intThe dimensionality of the integrand. Equal to
n-1.
Aliases
-
scipy.stats._qmvnt._mvn_qmc_integrand