In [1]:

    

%load_ext Cython


    

In [12]:

    

import vegas
import math
from functools import partial

def f(x, ct=0.5):
    dx2 = 0.0
    for d in range(4):
        dx2 += (x[d] - ct) ** 2
    return math.exp(- dx2 * 100.) * 1000.

def main():
    integ = vegas.Integrator([[-1, 1], [0, 1], [0, 1], [0,1]])
    intg = partial(f, ct=0.6)

    integ(intg, nitn=10, neval=2000)
    result = integ(intg, nitn=10, neval=2000)
    # print(result.summary())


    

In [13]:

    

%timeit -n3 -r3 main()


    

    




3 loops, best of 3: 95.5 ms per loop

In [ ]:

    

from scipy import integrate

def ff(x0, x1, x2, x3, ct=0.5):
    xx = [x0, x1, x2, x3]
    dx2 = 0.0
    for x in xx:
        dx2 += (x - ct) ** 2
    return math.exp(- dx2 * 100.) * 1000.

integrate.nquad(ff, [[-1, 1],[0, 1], [0, 1], [0, 1]], full_output=True)