GaussianMeasure¶
-
class
probnum.quad.
GaussianMeasure
(mean, cov, dim=None)¶ Bases:
probnum.quad.IntegrationMeasure
Gaussian measure on Euclidean space with given mean and covariance.
If
mean
andcov
are scalars butdim
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[, random_state])Sample
n_sample
points from the integration measure.Methods Documentation
-
__call__
(points)¶ Evaluate the density function of the integration measure.
-
sample
(n_sample, random_state=None)¶ Sample
n_sample
points from the integration measure.