IntegrationMeasure

class probnum.quad.IntegrationMeasure(dim, domain)

Bases: abc.ABC

An abstract class for a measure against which a target function is integrated.

Child classes implement specific integration measures and, if available, make use of random variables for sampling and evaluation of the density function.

Parameters

Methods Summary

__call__(points)

Evaluate the density function of the integration measure.

sample(rng, n_sample)

Sample n_sample points from the integration measure.

Methods Documentation

__call__(points)[source]

Evaluate the density function of the integration measure.

Parameters

points (Union[float, floating, ndarray]) – shape=(n_points,) or (n_points, dim) – Input locations.

Returns

shape=(n_points,) – Density evaluated at given locations.

Return type

density_evals

sample(rng, n_sample)[source]

Sample n_sample points from the integration measure.

Parameters
Returns

shape=(n_sample,) or (n_sample,dim) – Sampled points

Return type

points