nquad

probnum.quad.nquad(fun, domain, type=None)[source]

N-dimensional numerical integration.

Parameters:
  • fun (function) – Function to be integrated.
  • domain (ndarray, shape=(d,2)) – Domain of integration.
  • type (str) –

    Type of quadrature to use. The available options are

    Bayesian bayes
    Clenshaw-Curtis cc
Returns:

F – The integral of fun on the domain.

Return type:

RandomVariable