qrvs#
- FastGeneratorInversion.qrvs(size=None, d=None, qmc_engine=None)[source]#
- Quasi-random variates of the given distribution. - The qmc_engine is used to draw uniform quasi-random variates, and these are converted to quasi-random variates of the given distribution using inverse transform sampling. - Parameters:
- sizeint, tuple of ints, or None; optional
- Defines shape of random variates array. Default is - None.
- dint or None, optional
- Defines dimension of uniform quasi-random variates to be transformed. Default is - None.
- qmc_enginescipy.stats.qmc.QMCEngine(d=1), optional
- Defines the object to use for drawing quasi-random variates. Default is - None, which uses scipy.stats.qmc.Halton(1).
 
- Returns:
- rvsndarray or scalar
- Quasi-random variates. See Notes for shape information. 
 
 - Notes - The shape of the output array depends on size, d, and qmc_engine. The intent is for the interface to be natural, but the detailed rules to achieve this are complicated. - If qmc_engine is - None, a- scipy.stats.qmc.Haltoninstance is created with dimension d. If d is not provided,- d=1.
- If qmc_engine is not - Noneand d is- None, d is determined from the dimension of the qmc_engine.
- If qmc_engine is not - Noneand d is not- Nonebut the dimensions are inconsistent, a- ValueErroris raised.
- After d is determined according to the rules above, the output shape is - tuple_shape + d_shape, where:- tuple_shape = tuple()if size is- None,
- tuple_shape = (size,)if size is an- int,
- tuple_shape = sizeif size is a sequence,
- d_shape = tuple()if d is- Noneor d is 1, and
- d_shape = (d,)if d is greater than 1.
 
 - The elements of the returned array are part of a low-discrepancy sequence. If d is 1, this means that none of the samples are truly independent. If d > 1, each slice - rvs[..., i]will be of a quasi-independent sequence; see- scipy.stats.qmc.QMCEnginefor details. Note that when d > 1, the samples returned are still those of the provided univariate distribution, not a multivariate generalization of that distribution.