This is a pre-release version (2.0.0.dev0+git20260907.41eeb59).Go to latest (1.18.0)
{ } Raw JSON

bundles / scipy 2.0.0.dev0+git20260907.41eeb59 / scipy / stats / _qmvnt / _qmvn

function

scipy.stats._qmvnt:_qmvn

source: build-install/usr/lib/python3.14/site-packages/scipy/stats/_qmvnt.py:201

Signature

def _qmvn(m, covar, low, high, rng, lattice = cbc, n_batches = 10)

Summary

Multivariate normal integration over box bounds.

Parameters

m : int > n_batches

The number of points to sample. This number will be divided into n_batches batches that apply random offsets of the sampling lattice for each batch in order to estimate the error.

covar : (n, n) float array

Possibly singular, positive semidefinite symmetric covariance matrix.

low, high : (n,) float array

The low and high integration bounds.

rng : Generator, optional

default_rng(), yada, yada

lattice : 'cbc' or callable

The type of lattice rule to use to construct the integration points.

n_batches : int > 0, optional

The number of QMC batches to apply.

Returns

prob : float

The estimated probability mass within the bounds.

est_error : float

3 times the standard error of the batch estimates.

Aliases

  • scipy.stats._multivariate._qmvn