`scipy.stats._sensitivity_analysis:sample_A_B`

source: /scipy/stats/_sensitivity_analysis.py:59

Signature

def sample_A_B(n, dists, rng = None)

Summary

Sample two matrices A and B.

Extended Summary

Uses a Sobol' sequence with 2`d` columns to have 2 uncorrelated matrices. This is more efficient than using 2 random draw of Sobol'. See sec. 5 from ^[1].

Output shape is (d, n).

Aliases

scipy.stats._sensitivity_analysis.sample_A_B