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A wrapper for the Vegas integrator

Project description

vegas_params

Wrapper package for Vegas integrator.

Installation

You can install vegas_params via github link

pip install git+https://github.com/RTESolution/vegas_params.git

Examples

Gaussian integral

Let's caluclate integral $$ \int\limits_{-1000}^{1000}dx \int\limits_{-1000}^{1000}dy ; e^{-(x^2+y^2)} $$

Here is how you can do it:

@integral   
@expression(x=Uniform([-1000,1000]),
            y=Uniform([-1000,1000]))
def gaussian(x, y):
    return np.exp(-(x**2+y**2))

Now gaussian is a callable, where you can pass the parameters of the vegas integrator:

gaussian(nitn=20, neval=100000)
#3.13805(16) - close to expected Pi

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