IntegrationMeasure¶

class probnum.quad.integration_measures.IntegrationMeasure(domain, input_dim)¶

Bases: 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:

domain (DomainLike) – Domain of integration. Contains lower and upper bound as a scalar or np.ndarray.
input_dim (Optional[IntLike]) – Dimension of the integration domain.

Methods Summary

`__call__`(points)	Evaluate the density function of the integration measure.
`sample`(n_sample, rng)	Sample `n_sample` points from the integration measure.

Methods Documentation

__call__(points)[source]¶

Evaluate the density function of the integration measure.

Parameters:: points (FloatLike | ndarray) – shape=(n_points, input_dim) – Input locations.
Returns:: shape=(n_points,) – Density evaluated at given locations.
Return type:: density_evals

sample(n_sample, rng)[source]¶

Sample n_sample points from the integration measure.

Parameters:

n_sample (IntLike) – Number of points to be sampled
rng (Generator) – A Random number generator.

Returns:

shape=(n_sample,input_dim) – Sampled points

Return type:

points