# probnum.quad¶

Quadrature / Numerical Integration of Functions.

This package implements Bayesian quadrature rules used for numerical integration of functions on a given domain. Such methods integrate a function by iteratively building a probabilistic model and adaptively choosing points to evaluate the integrand based on said model.

## Functions¶

 bayesquad(fun, input_dim[, kernel, measure, ...]) Infer the solution of the uni- or multivariate integral $$\int_\Omega f(x) d \mu(x)$$ on a hyper-rectangle $$\Omega = [a_1, b_1] \times \cdots \times [a_D, b_D]$$ or $$\Omega = \mathbb{R}^D$$. bayesquad_from_data(nodes, fun_evals[, ...]) Infer the value of an integral from a given set of nodes and function evaluations.