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ENH: add stats.qmc module with quasi Monte Carlo functionality #10844

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Jan 30, 2021
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e097237
ENH: doe functions
tupui Sep 19, 2019
940b909
Refactor doe to qmc
tupui Sep 20, 2019
ffe3eba
Seed option in generators
tupui Sep 20, 2019
d1cbcb7
CLN: remove basinhopping check and doc
tupui Oct 8, 2019
e99d03d
CLN, Fix bounds in _update_discrepancy and coverage
tupui Jun 4, 2020
9a71a5e
MAINT: refactoring to class-based API
tupui Jun 18, 2020
7e1efdf
ENH: better tests for OptimalDesign and fix
tupui Jun 18, 2020
1f95c59
MAINT: refactor Sobol with class-based API
tupui Jun 19, 2020
e0cc19a
CLN: doc and uniformize params
tupui Jun 19, 2020
ab92119
CLN: tests
tupui Jun 19, 2020
b342fde
Update SobolEngine with new direction numbers, supports dimensions up…
Balandat Jun 19, 2020
7d0cf5b
ENH: lazy loading direction numbers
tupui Jun 19, 2020
36f1133
FIX: global variables in cython for Sobol and tests
tupui Jun 20, 2020
7caade0
ENH: method param for discrepancy CD, WD, MD, star and remove bounds
tupui Jun 20, 2020
7da104e
FIX: lint error and refactor k_vars to dim
tupui Jun 21, 2020
274ed5f
DOC, ENH: more doc about engine, examples and add reset
tupui Jun 30, 2020
faf2d81
CLN: review and change constant import
tupui Aug 4, 2020
14eba51
FIX: Halton start with 0
tupui Aug 12, 2020
d75006a
Fix: Sobol start with 0
tupui Aug 31, 2020
63d1ea8
CLN: pep8
tupui Aug 31, 2020
269c7b0
FIX, ENH: perturb LHS, Sobol' logic and n_samples
tupui Sep 1, 2020
794ce18
ENH: scramble Sobol by default
tupui Sep 2, 2020
6a35d9c
ENH, DOC: random_base2 and doc from Art
tupui Sep 6, 2020
b24017e
DOC: General QMC from Art
tupui Sep 7, 2020
f3706b2
DOC: move QMC toctree
tupui Sep 8, 2020
9f643ac
DOC: refactoring
tupui Sep 8, 2020
f9783d5
ENH: scrambled Halton and refactor VDC
tupui Sep 11, 2020
ef21eba
TST, FIX: random_base2 and re-drawing
tupui Sep 13, 2020
acded81
DOC: refactoring
tupui Sep 13, 2020
b58af96
DOC: Improve reproducibility of SobolEngine
Balandat Sep 15, 2020
60a19e6
DOC: linting and refguide fixes
tupui Sep 15, 2020
376e04a
Fix typo in data preparation script, add reference.
Balandat Dec 21, 2020
9f8bf25
Fix bad character in docstring
Balandat Dec 21, 2020
cf7f066
Fix another bad character.
Balandat Dec 21, 2020
0e37fe1
Apply suggestions from code review from mdhaber
tupui Dec 24, 2020
d6a5d6b
Refactor n_samples, dim to n, d
tupui Dec 25, 2020
d9b0fc6
Fix missing n in random_base2
tupui Dec 25, 2020
3aebd29
Fix n consistency in LHS
tupui Dec 25, 2020
827dcfc
Support numpy Generator
tupui Dec 25, 2020
52cf802
Scale and discrepancy doc
tupui Dec 25, 2020
e44ceff
Base class engine doc
tupui Dec 25, 2020
b3ef992
Define defaults in doc
tupui Dec 25, 2020
b01e855
Match error message in raise
tupui Dec 26, 2020
db71747
Skip _upate_discrepancy doctest
tupui Dec 26, 2020
4cc54dd
Refactor test setup and some raises
tupui Dec 28, 2020
f289ab1
Discrepancy doc
tupui Dec 29, 2020
e8d6cbd
Type hints
tupui Dec 30, 2020
89dbfeb
Refactor OptimalDesign params
tupui Dec 30, 2020
7ad3700
Type hint fixes
tupui Dec 30, 2020
9372922
Only generator in doc and fix random_sample with Generator
tupui Dec 31, 2020
4916e66
Refactor check_random_state and adapt doctests (skip some for np 1.16.5)
tupui Dec 31, 2020
2ab1259
Adapt seed to use RandomState
tupui Dec 31, 2020
7b2faef
Fix seed for np 1.16.5
tupui Dec 31, 2020
67e1a11
Fix default reset of QMCEngine and some shape
tupui Dec 31, 2020
0ea4332
General QMCEngineTests
tupui Dec 31, 2020
8747a23
Remove NormalQMC, add MultinomialQMC
Balandat Jan 1, 2021
2672b30
Fix restart and seeds
tupui Jan 1, 2021
7e71936
Move type hints to stub file
tupui Jan 1, 2021
93d78ab
Fix undefined variable, add reset method to MultinomialQMC
Balandat Jan 1, 2021
a2333ac
Add test for reset methods of MultinomialQMC and MultivariateNormalQMC
Balandat Jan 1, 2021
1f5d35b
Simplify reset method, add to MultivariateNormalQMC. Remove accidenta…
Balandat Jan 1, 2021
70e68a4
Fix docs
Balandat Jan 1, 2021
0e83573
Refactor Sobol tests with QMCEngineTests
tupui Jan 2, 2021
7d50c33
CLN unused test attributes, reordering and add ids
tupui Jan 2, 2021
a7e169e
Fix missing seed
tupui Jan 2, 2021
f20084b
Fix doctests
tupui Jan 2, 2021
0e09a1b
Fix unresolved attributed using stub for class
tupui Jan 2, 2021
b1411d8
Doc and some type hints
tupui Jan 4, 2021
004edb4
MAINT: Refactor bounds to l_bounds, u_bounds
tupui Jan 5, 2021
02b8f05
FIX: possible circular import if importing qmc in optimize._different…
tupui Jan 5, 2021
34c7215
DOC: smooth integrand and some spaces
tupui Jan 6, 2021
1c14660
CLN: remove OptimalDesign
tupui Jan 6, 2021
cb59190
MAINT: check bounds and sample before scaling
tupui Jan 14, 2021
3c5f73c
DOC: scale bounds clarifications
tupui Jan 15, 2021
f366095
Apply suggestions from code review from mdhaber
tupui Jan 15, 2021
3cae6f2
Other batch of suggestions from mdhaber
tupui Jan 15, 2021
8860472
TST/DOC: numerical values for L2-star and ref for equations
tupui Jan 15, 2021
16f72c7
FIX/STY: pyi referenced OptimalDesign and line length
tupui Jan 15, 2021
dae24df
FIX/TST: pattern matching
tupui Jan 15, 2021
c644d7c
Use intp_t cython def instead of int_t for compatibility
Balandat Jan 15, 2021
ca8844e
Revert to int_t type, specify dtype=int in numpy array generation.
Balandat Jan 15, 2021
d2c1e5e
Apply suggestions from code review from mdhaber
tupui Jan 16, 2021
452794d
MAINT: remove _perturb_discrepancy, update_discrepancy public and sug…
tupui Jan 16, 2021
044ed76
FIX/TST: doctest for update_discrepancy and discrepancy alternative i…
tupui Jan 16, 2021
16a7b62
Merge branch 'master' into enh_qmc
rgommers Jan 30, 2021
4bc71c7
API: add stats.qmc to the listed public API modules
rgommers Jan 30, 2021
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1 change: 1 addition & 0 deletions .gitignore
Original file line number Diff line number Diff line change
Expand Up @@ -270,6 +270,7 @@ scipy/stats/mvnmodule.c
scipy/stats/statlibmodule.c
scipy/stats/vonmises_cython.c
scipy/stats/_stats.c
scipy/stats/_sobol.c
scipy/version.py
scipy/special/_exprel.c
scipy/optimize/_group_columns.c
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4 changes: 4 additions & 0 deletions doc/source/stats.qmc.rst
Original file line number Diff line number Diff line change
@@ -0,0 +1,4 @@
.. automodule:: scipy.stats.qmc
:no-members:
:no-inherited-members:
:no-special-members:
1 change: 1 addition & 0 deletions doc/source/stats.rst
Original file line number Diff line number Diff line change
Expand Up @@ -7,3 +7,4 @@
:hidden:

stats.mstats
stats.qmc
10 changes: 10 additions & 0 deletions scipy/stats/__init__.py
Original file line number Diff line number Diff line change
Expand Up @@ -373,6 +373,16 @@

gaussian_kde


Quasi-Monte Carlo
=================

.. toctree::
:maxdepth: 4

stats.qmc


Warnings used in :mod:`scipy.stats`
===================================

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