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bundles / scipy latest / scipy / stats / _sensitivity_analysis / sample_A_B

function

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