GaussianMeasure¶
- class probnum.quad.integration_measures.GaussianMeasure(mean, cov, input_dim=None)¶
Bases:
IntegrationMeasure
Gaussian measure on Euclidean space with given mean and covariance.
If
mean
andcov
are scalars butinput_dim
is larger than one,mean
andcov
are extended to a constant vector and diagonal matrix, respectively, of appropriate dimensions.- Parameters:
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)¶
Evaluate the density function of the integration measure.