feat: dynamic integrator selection #40
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Engelsgeduld
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May 25, 2025
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Engelsgeduld
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Also tests for cdf, pdf, logpdf, and Mellin g estimation should be rewritten with new integrators
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| """Base class for integral calculation""" | ||
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| def compute_integral(self, func: Callable, params: dict) -> IntegrationResult: |
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params should be in class constructor and rename to compute
| Returns: moment approximation and error tolerance | ||
| """ | ||
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| full_output_requested = params.pop('full_output', False) |
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By default, it called "verbose" parameter
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| class RQMCIntegrator: | ||
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Duplicate RQMC docs here
src/mixtures/nm_mixture.py
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| return data_class | ||
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| def _classical_moment(self, n: int, params: dict) -> tuple[float, float]: | ||
| def _classical_moment(self, n: int, params: dict, integrator: Integrator = None) -> tuple[float, float]: |
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Its should better to be
def _classical_moment(self, n: int, integrator: Integrator = DefaultIntegrator(default params))
src/mixtures/nm_mixture.py
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| """ | ||
| mixture_moment = 0 | ||
| error_tolerance = 0 | ||
| integrator = integrator or QuadIntegrator() |
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With previous remark this line is useless
src/mixtures/nm_mixture.py
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| rqmc = integrator.compute_integral(func=lambda u: norm.cdf((x - self.params.distribution.ppf(u)) / np.abs(self.params.sigma)), **params) | ||
| return rqmc.value, rqmc.error |
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better to call it result, or integration_result
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feat: dynamic integrator selection
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Implement dynamic integrator selection and enabling the use of custom integrators