In [3]:
import plume.error_estimation as eest

In [101]:
def myfn(x1, x2):
    return x1 ** 2 - x2 ** 2

def gauss(x1, x2, x3, x4):
    return (1.0 / 0.1 / np.sqrt(np.pi)) ** 4 * np.exp(
        -((x1 - 0.5) ** 2 + (x2 - 0.5) ** 2 + (x3 - 0.5) ** 2 + (x4 - 0.5) ** 2) / 0.01)

In [125]:
reload(eest)


Out[125]:
<module 'plume.error_estimation' from '/Volumes/Home/blubb/Documents/programming/uni/master/plume/plume/error_estimation.py'>

In [119]:
eest.vegas(myfn, [0, -2], [3, 2], 1000, 100, 1000)


(19.497322846772963, 1.2372108871629306)
(19.249944114329846, 0.8915690692121172)
(20.678772721241224, 0.83876612632173864)
(21.759804727086191, 0.66421359196485696)
(20.445149668168714, 0.81847824062428265)
(20.154174073795133, 0.79169091283711401)
(18.963645716291513, 0.78253218714157047)
(21.742475848890241, 0.71042829085973414)
(20.168224113438185, 0.84315306398637824)
(20.493486788159192, 0.81274288582897192)
Out[119]:
(20.483001763642005, 0.28700278658299733)

In [126]:
eest.vegas(gauss, [0, 0, 0, 0], [1, 1, 1, 1], 2000, 25, 1000)


[[   3.    3.    4.    5.    6.    8.   13.   23.   49.  102.  132.  205.
   417.  142.  272.   35.   18.   17.   14.   13.    9.    5.    5.    3.
     2.]
 [   3.    3.    4.    6.    8.    6.   17.   21.   26.  124.  211.  246.
   158.  346.  159.   58.   83.   15.   17.   10.    8.    5.    4.    3.
     2.]
 [   2.    3.    5.    4.    8.   10.   15.   26.   31.  158.  130.  256.
   185.  371.  175.   52.   14.   29.   21.   13.    7.    5.    4.    3.
     3.]
 [   3.    3.    3.    6.    8.   14.   19.   36.   29.  109.  183.   83.
   429.  269.  182.   50.   41.    9.   13.    8.    6.    5.    4.    3.
     3.]]
[[  33.   63.   74.   96.  127.  101.  117.   93.  103.   95.   84.   74.
    79.   83.   70.   75.  111.  146.  103.   70.   75.   64.   60.  161.
    21.]
 [  36.   66.   73.   77.   77.   67.  107.   82.   87.   91.   97.  162.
   146.  119.   86.   78.   70.  108.   66.  109.  105.  100.   99.   42.
    28.]
 [  25.   77.   67.   71.   79.   93.  122.   89.   89.   93.  109.  123.
   112.  124.   79.   71.   98.   68.   82.  114.   99.   87.  102.   93.
    24.]
 [  27.   64.   65.   86.   82.   90.  120.  229.   89.   88.   83.   84.
    76.   73.   73.   94.   83.   97.   86.   90.   99.   76.   91.   99.
    40.]]
[[  86.   82.   70.   88.   88.   96.   89.  100.  103.   84.   87.   89.
    94.   77.  101.   99.  112.   98.   98.   93.   88.   78.   88.  103.
    43.]
 [  63.   89.   92.   86.  101.   94.   91.   89.  102.   93.  104.  102.
   100.  110.   89.   86.   92.   77.   71.   86.   94.   78.  102.   84.
    64.]
 [  64.   73.   84.   94.   98.   87.   92.   97.   91.  100.   87.  112.
   120.   93.   99.   79.   80.   93.   77.   75.   83.  100.   98.  105.
    50.]
 [  76.   88.   77.   79.   83.  105.  102.  113.  105.   96.   80.   76.
    93.   93.   85.   94.   99.   90.   78.   95.   89.   86.  102.   98.
    53.]]
[[  56.  109.   88.   82.   88.   91.   86.   98.  100.   95.   82.   76.
    82.  115.   76.   95.  102.  101.   92.   94.   78.   83.   94.  106.
    68.]
 [  90.   90.   86.   87.   92.   75.   98.   93.   99.  102.   87.   95.
    97.   96.   91.   83.   77.   93.   89.   90.   83.   97.   91.   86.
    77.]
 [  95.   85.   95.   90.   96.   88.   91.   88.   89.   87.  146.   81.
    87.   90.   86.   88.   86.   82.   78.   90.   87.   88.   90.   87.
    73.]
 [  61.   88.   91.   93.   92.   93.   91.   86.  101.   92.   84.   85.
    80.   89.   89.   87.   84.   85.   95.   87.  108.   99.   81.   91.
   110.]]
[[  83.   81.   95.   83.   88.   90.  111.   90.  101.  100.   89.   92.
    69.   77.   96.   82.   91.   97.   86.   85.  110.   89.   81.  111.
    62.]
 [  88.   90.   76.   86.   85.   86.   96.  108.   87.  103.  103.   86.
    93.   95.   87.   83.  105.   82.   82.   91.   91.  101.   81.   79.
    81.]
 [  52.  112.   80.  102.   91.   92.   98.   96.   99.  104.   76.   84.
   102.   99.   83.   80.   83.   85.   83.   90.   82.   95.   85.  109.
    74.]
 [ 101.   87.   89.   91.   95.   87.   85.  102.  106.   90.   94.   81.
    95.   89.   80.   94.  105.   94.   82.   90.   80.   79.   96.  105.
    25.]]
[[  77.   92.   93.   96.   93.   91.   87.   81.   73.   77.   82.   94.
    99.   91.   84.   95.   86.   80.   93.  121.   96.   90.   98.   94.
    80.]
 [  60.   86.  104.   88.   98.  101.   82.   86.   87.   80.   86.   88.
   100.   93.   81.   82.   97.   86.   96.   99.   83.   74.   99.   94.
   110.]
 [ 114.   96.   83.   85.  100.   94.   80.   92.   94.   87.   80.   85.
    86.   91.   82.  100.   81.   92.   80.   91.   99.   93.   76.   95.
    87.]
 [  33.  106.   87.  102.   81.   93.   87.   99.   88.   85.   87.   86.
    84.   80.   88.   89.   75.   94.  116.   94.   96.   91.  100.  130.
    55.]]
[[ 121.   83.  103.   91.   81.   95.   77.   95.   91.   79.   87.   90.
    90.   78.   87.   86.   99.   82.   75.   77.   90.   76.   84.   90.
   131.]
 [  85.  127.  120.   90.   71.   91.   82.   82.   88.   82.   89.   90.
    88.   82.   96.  102.   94.   88.   74.   77.   95.   93.   84.  121.
    28.]
 [  21.   93.   89.   94.   81.   91.   95.   81.   87.   89.   87.   85.
   100.   80.   95.   95.   91.   92.  101.   79.   66.   63.   96.   96.
   162.]
 [  68.   96.   97.   83.   88.   86.   81.   88.   70.   85.   79.   85.
   101.   90.   91.   87.  121.   86.   85.   87.   82.  104.   91.  122.
    80.]]
[[  19.  127.   84.   87.  103.   95.   92.   84.   86.  105.  105.   85.
    89.   89.   91.  100.   91.   85.  113.   89.   84.   86.   88.   97.
    16.]
 [  76.   64.   91.   74.   90.   83.   96.  105.   96.   83.   99.   86.
    98.   93.   88.   98.   82.   83.   96.   99.   88.   88.  112.  114.
    54.]
 [  68.  104.   91.   91.   77.   79.   87.   91.   90.  115.  107.   80.
    83.   96.   85.   91.   96.   91.   90.  110.  100.   96.   82.  100.
    10.]
 [  82.  111.   80.  109.   93.   98.   98.   80.   90.  100.  110.   84.
    79.   85.   88.   99.   77.   74.   78.   85.   82.   76.   90.   82.
   111.]]
[[  49.  127.   87.   89.   96.   93.   93.   95.   83.   84.   84.   97.
    93.   96.   87.  105.   84.   85.   86.   79.   80.   83.   92.  120.
    69.]
 [  99.   79.   75.   88.   90.   94.   78.   89.  107.   86.   91.   91.
    93.   93.   86.   78.  100.   85.   84.   84.   88.   86.   89.  112.
    97.]
 [  48.  113.  107.   93.  106.  112.   95.   88.   92.   73.   79.   90.
    91.   78.  101.   94.   85.   88.   89.   81.   87.   91.   90.  111.
    43.]
 [  82.   92.   95.   74.   84.   95.   97.   83.   79.   87.   91.   82.
    89.   96.   90.   90.   86.   91.  110.   97.   96.   89.  105.  116.
    36.]]
[[  48.  101.  101.   85.   92.   90.   75.  107.   81.  100.   90.   92.
    89.   93.   88.   85.   81.  100.   92.   82.   75.   81.  103.  117.
    86.]
 [  38.  105.   92.  100.   90.   88.   94.   84.   95.   89.   87.   83.
    87.   88.   99.   92.   80.   99.  103.   96.   96.   90.   99.  107.
    46.]
 [  59.   98.   88.   93.   82.   79.   84.   80.   88.   97.   86.   95.
    85.   92.   88.   85.   97.   82.   82.   96.   85.  105.  112.  120.
    81.]
 [  95.   87.   84.   99.   89.   84.   98.   96.  109.   93.   77.  107.
    89.   90.  101.   83.   71.   94.   76.   94.   70.   89.   76.  126.
    56.]]
Out[126]:
(1.018160447198404, 0.0096500349122990315)

In [ ]: