Module functions_2 

Auto-generated module

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Functions

empirical_quantiles

Compute empirical quantiles at fractional positions in qs.

halton_scrambled

Scrambled Halton sequence: n points in n_dims dimensions.

inverse_cdf_sample

Inverse-CDF importance sampling for a target distribution defined by its CDF, computed numerically on a grid.

ks_statistic

Kolmogorov-Smirnov statistic between two sorted empirical CDFs.

latin_hypercube_centered

Latin Hypercube sampler (centered strata).

latin_hypercube_maximin

Maximin Latin Hypercube design.

pdf_to_cdf

Compute a numerical CDF from a non-negative PDF sampled on a uniform grid.

r2_sequence

Roberts R2 quasi-random sequence (2-D).

r2_sequence_nd

Roberts R2 sequence for d dimensions using the plastic constant.

rejection_sample_1d_auto

1-D rejection sampling with automatic envelope estimation.

rejection_sample_1d_lcg

1-D rejection sampling from an un-normalized density f on [a, b].

reservoir_sample

Reservoir sampling (Vitter’s Algorithm R).

sample_kurtosis

Sample excess kurtosis (Fisher’s definition, 0 for Gaussian).

sample_mean

Sample mean of a slice.

sample_skewness

Sample skewness.

sample_std

Sample standard deviation.

sample_variance

Sample variance (Bessel’s corrected, 1/(n-1)) of a slice.

sobol_scrambled

Generate n points from a digit-scrambled Sobol sequence in d dimensions.

stratified_sphere_samples

Generate n stratified samples on the surface of the unit sphere.

van_der_corput_scrambled

Owen-scrambled van der Corput sequence for one base.

weighted_reservoir_sample

Weighted reservoir sample of k indices from a weight vector.