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bundles / scipy latest / scipy / stats / _qmvnt / _qmvt

function

scipy.stats._qmvnt:_qmvt

source: /scipy/stats/_qmvnt.py :310

Signature

def   _qmvt ( m nu covar low high rng lattice = cbc n_batches = 10 )

Summary

Multivariate t 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.

nu : float >= 0

The shape parameter of the multivariate t distribution.

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.

n_samples : int

The number of samples actually used.

Aliases

  • scipy.stats._multivariate._qmvt