fastmath.calculus.vegas — generateme/fastmath 3.0.0-alpha1

build-hypercubes clj

(build-hypercubes {:keys [nstrats nevals nintervals dims]
                   :or {nstrats -1 nintervals 1000}})

calc-dx clj

(calc-dx x)

calculate-d clj

(calculate-d dims Jsf ssamples nintervals alpha)

ensure-bins-count clj

(ensure-bins-count nintervals nst)

Make grid size divisible by number of stratas, comment to eq 41

Itot-sd clj

(Itot-sd integrals rev-sigma-squares)

normalize-and-compress-d! clj

(normalize-and-compress-d! d sumd alpha)

random-sequence-samples clj

(random-sequence-samples random-sequence hcubes nhs nhcubes)

recalculate-nhs clj

(recalculate-nhs hcsigmas nevals hbeta)

reshape-hypercube clj

(reshape-hypercube hc)

sigmas-in-hypercubes-and-integral-mc clj

(sigmas-in-hypercubes-and-integral-mc Jsf nhs volume)

smooth-d clj

(smooth-d d nintervals alpha)

stratifications-number clj

(stratifications-number nev dims)

Calculate optimal number of stratas per dimension, eq 41

update-grid clj

(update-grid xs dxs ds nintervals)

update-grid-dim clj

(update-grid-dim x dx d nintervals)

vegas clj

(vegas f lower upper)

(vegas f
       lower
       upper
       {:keys [max-iters rel abs nevals alpha beta warmup info? record-data?]
        :or {max-iters 10
             rel 5.0E-4
             abs 5.0E-4
             nevals 10000
             beta 0.75
             warmup 0
             info? false
             record-data? false}
        :as options})

vegas-build-initial-grid clj

(vegas-build-initial-grid lower upper nintervals)

vegas-random-sequence clj

(vegas-random-sequence dims
                       {:keys [random-sequence jitter]
                        :or {random-sequence :uniform jitter 0.75}})

volume clj

(volume [left right])