Module « scipy.stats.qmc »

Classe « MultivariateNormalQMC »

Informations générales

Héritage

builtins.object
    ABC
        QMCEngine
            MultivariateNormalQMC

Définition

class MultivariateNormalQMC(QMCEngine):

Description _{[extrait de MultivariateNormalQMC.__doc__]}

QMC sampling from a multivariate Normal :math:`N(\mu, \Sigma)`.

    Parameters
    ----------
    mean : array_like (d,)
        The mean vector. Where ``d`` is the dimension.
    cov : array_like (d, d), optional
        The covariance matrix. If omitted, use `cov_root` instead.
        If both `cov` and `cov_root` are omitted, use the identity matrix.
    cov_root : array_like (d, d'), optional
        A root decomposition of the covariance matrix, where ``d'`` may be less
        than ``d`` if the covariance is not full rank. If omitted, use `cov`.
    inv_transform : bool, optional
        If True, use inverse transform instead of Box-Muller. Default is True.
    engine : QMCEngine, optional
        Quasi-Monte Carlo engine sampler. If None, `Sobol` is used.
    seed : {None, int, `numpy.random.Generator`}, optional
        If `seed` is None the `numpy.random.Generator` singleton is used.
        If `seed` is an int, a new ``Generator`` instance is used,
        seeded with `seed`.
        If `seed` is already a ``Generator`` instance then that instance is
        used.

    Examples
    --------
    >>> import matplotlib.pyplot as plt
    >>> from scipy.stats import qmc
    >>> engine = qmc.MultivariateNormalQMC(mean=[0, 5], cov=[[1, 0], [0, 1]])
    >>> sample = engine.random(512)
    >>> _ = plt.scatter(sample[:, 0], sample[:, 1])
    >>> plt.show()

    

Constructeur(s)

Signature du constructeur	Description
__init__(self, mean: 'npt.ArrayLike', cov: 'Optional[npt.ArrayLike]' = None, *, cov_root: 'Optional[npt.ArrayLike]' = None, inv_transform: 'bool' = True, engine: 'Optional[QMCEngine]' = None, seed: 'SeedType' = None) -> 'None'

Liste des opérateurs

Opérateurs hérités de la classe object

__eq__, __ge__, __gt__, __le__, __lt__, __ne__

Méthodes héritées de la classe QMCEngine

__init_subclass__, __subclasshook__, fast_forward

Méthodes héritées de la classe object

__delattr__, __dir__, __format__, __getattribute__, __hash__, __reduce__, __reduce_ex__, __repr__, __setattr__, __sizeof__, __str__