Samplers

Module implementing various samplers.

Functions

gaussian_sampling(d)

Generator yielding random normal (gaussian) samples.

halton_sampling(d)

Generator yielding samples from a Halton sequence.

mirrored_sampling(sampler)

Generator yielding mirrored samples.

orthogonal_sampling(sampler, n_samples)

Generator yielding orthogonal samples.

sobol_sampling(d)

Generator yielding samples from a Sobol sequence.

vectorize([ftylist_or_function, target, …])

A decorator that creates a Numpy ufunc object using Numba compiled code.

Classes

Halton(d[, start])

Iterator implementing Halton Quasi random sequences.

Iterator()

Sobol(d, seed)

Iterator implementing Sobol Quasi random sequences.

Class Inheritance Diagram

Inheritance diagram of modcma.sampling.Halton, modcma.sampling.Sobol