IntegrationMeasure¶

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

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

input_dim (Union[int, Integral, integer]) – Dimension of the integration domain.
domain (Union[Tuple[Union[float, Real, floating], Union[float, Real, floating]], Tuple[ndarray, ndarray]]) –

shape=(input_dim,) – Domain of integration. Contains lower and upper bound as
a scalar or np.ndarray.

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 (Union[float, Real, floating, 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=Generator(PCG64) at 0x7FD6AE243740)[source]¶

Sample n_sample points from the integration measure.

Parameters

n_sample (Union[int, Integral, integer]) – Number of points to be sampled
rng (Optional[Generator]) – Random number generator. Optional. Default is np.random.default_rng().

Returns

shape=(n_sample,input_dim) – Sampled points

Return type

points