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Improved Fejer/Clenshaw-Curtis and Sobol Sequence
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@jonathf jonathf released this 07 Dec 14:02
· 67 commits to master since this release
v4.2.2
3649df3
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ADDED:

  • Increase the number of dimensions supported in Sobol sequence to 1111.
  • New allow_approx flag in Distribution.pdf.
  • More docs and tests.
  • Support for bibliography in docs.

CHANGED:

  • Updated Clenshaw-Curtis and Fejér algorithm which scales much better.
  • More aggressive sample use in approximate_moment as bottleneck was the
    quadrature (Clenshaw-Curtis and Fejér).
  • Better support for density approximation. Allow for more contexts by
    weaving a full density history.
  • Bugfix: wrappers distribution no longer ignores wrapped distribution during
    dependency declaration. Ignoring them have in some cases caused some
    variables not to be declared correctly.
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