bayesquad¶
-
probnum.quad.
bayesquad
(fun, fun0, domain, measure, nevals=None, method='vanilla')[source]¶ N-dimensional Bayesian quadrature.
- Parameters
fun – Function to be integrated.
fun0 – Stochastic process modelling the function to be integrated.
domain – Domain of integration.
measure – Measure to integrate against.
nevals – Number of function evaluations.
method –
Type of Bayesian quadrature to use. The available options are
vanilla
vanilla
WSABI
wsabi
- Returns
integral – The integral of
func
on the domain.fun0 – Stochastic process modelling the function to be integrated after
neval
observations.info – Information on the performance of the method.
References