IntegrationMeasure¶

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

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

dim (Integral) – Dimension of the integration domain.
domain (Tuple[Union[ndarray, Real], Union[ndarray, Real]]) – Tuple which contains two arrays which define the start and end points, respectively, of the rectangular integration domain.

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)[source]¶

Evaluate the density function of the integration measure.

Parameters: points (Union[float, floating, ndarray]) – shape=(n_points,) or (n_points, dim) – Input locations.
Returns: shape=(n_points,) – Density evaluated at given locations.
Return type: density_evals

sample(n_sample, random_state=None)[source]¶

Sample n_sample points from the integration measure.

Parameters

n_sample (Integral) – Number of points to be sampled
random_state (Union[None, int, RandomState, Generator]) – Random state of the random variable corresponding to the integration measure.

Returns

shape=(n_sample,) or (n_sample,dim) – Sampled points

Return type

points