Vegas

Latest version: v6.1.3

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3.5.2

========================
Fixes bug on Windows (only) involving mismatched integer types.

3.5.1

=========================
Documentation fixes; no changes to the code.

3.5

=========================
This update adds new functionality. First, the new
method AdaptiveMap.adapt_to_samples(x, f) optimizes the
vegas map for integrals of function f(x). This can be
used to precondition vegas before integrating.
See "vegas Maps and Preconditioning vegas"
in the tutorial for more details.

Second, the number of stratifications used by vegas for
its adaptive stratified sampling can now be set for each
direction separately. This is particularly useful in
high dimensions where it becomes increasingly
difficult to have more than one stratification per
axis. See "vegas Stratifications" in the tutorial
for more information.

Other changes:

- New method AdpativeMap.invmap(x, y, jac) computes the y values
and Jacobian corresponding to points x. It is the
inverse of AdaptiveMap.map(y, x, jac), although
jac is dx/dy in both cases.

- AdaptiveMap.show_grid has a new keyword argument: plotter.

- vegas results now include result.sum_neval which equals the
total number of integrand evaluations used to obtain the result.

3.4.5

========================
Still trying to fix that bug. Problem was in RAvgArray._inv
which is used when computing weighted averages of results
from different iterations when there are multiple integrands.
Specifically the issue is what to do when there is a linear
combination of the multiple integrands that is exactly zero
(which turns out to be natural in certain contexts), since
this leads to a singular covariance matrix (whose inverse
is needed for the weighted average). Current fix is
similar to scipy.linalg.pinvh.

3.4.4

========================
Small bug fix to previous bug fix.

3.4.3

=========================
Small bug fixes.

- Adds left-out part of the bug fix in 3.4.2.

- Fixes problem that could sometimes lead
gvar to complain about non-symmetric
covariance matrices. Thanks to
Jolyon Bloomfield for pointing this
out.

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