bayesquad_from_data

probnum.quad.bayesquad_from_data(nodes, fun_evals, kernel=None, domain=None, measure=None)[source]

Infer the value of an integral from a given set of nodes and function evaluations.

Parameters
Return type

Tuple[Normal, BQInfo]

Returns

  • integral – The integral of fun on the domain.

  • info – Information on the performance of the method.

Raises
  • ValueError – If neither a domain nor a measure are given.

  • ValueError – If a domain is given with a Gaussian measure.

Examples

>>> import numpy as np
>>> domain = (0, 1)
>>> nodes = np.linspace(0, 1, 15)[:, None]
>>> fun_evals = 3*nodes**2
>>> F, info = bayesquad_from_data(nodes=nodes, fun_evals=fun_evals, domain=domain)
>>> print(F.mean)
1.0001