bundles / scipy latest / scipy / stats / _qmvnt / _qmvn
function
scipy.stats._qmvnt:_qmvn
source: /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_batchesThe number of points to sample. This number will be divided into
n_batchesbatches that apply random offsets of the sampling lattice for each batch in order to estimate the error.covar: (n, n) float arrayPossibly singular, positive semidefinite symmetric covariance matrix.
low, high: (n,) float arrayThe low and high integration bounds.
rng: Generator, optionaldefault_rng(), yada, yada
lattice: 'cbc' or callableThe type of lattice rule to use to construct the integration points.
n_batches: int > 0, optionalThe number of QMC batches to apply.
Returns
prob: floatThe estimated probability mass within the bounds.
est_error: float3 times the standard error of the batch estimates.
Aliases
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scipy.stats._multivariate._qmvn