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Fix typos
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schoi32 committed Jul 4, 2020
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2 changes: 1 addition & 1 deletion qmcpy/README.md
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Expand Up @@ -72,5 +72,5 @@ Has class method `integrate` which preforms numerical integration.
**MC Algorithms**

- Multilevel MC Cubature
- Garunteed MC Cubature
- Guaranteed MC Cubature
- CLT MC Cubature
14 changes: 7 additions & 7 deletions qmcpy/stopping_criterion/cub_mc_g.py
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Expand Up @@ -14,15 +14,15 @@

class CubMCG(StoppingCriterion):
"""
Stopping Criterion with garunteed accuracy
Stopping criterion with guaranteed accuracy
>>> k = Keister(Gaussian(IIDStdUniform(2,seed=7),covariance=1./2))
>>> sc = CubMCG(k,abs_tol=.05)
>>> solution,data = sc.integrate()
>>> solution
1.803926962264685
>>> data
Solution: 1.8039
Solution: 1.8039
Keister (Integrand Object)
IIDStdUniform (DiscreteDistribution Object)
dimension 2^(1)
Expand Down Expand Up @@ -50,10 +50,10 @@ class CubMCG(StoppingCriterion):
https://github.com/GailGithub/GAIL_Dev/blob/master/Algorithms/IntegrationExpectation/meanMC_g.m
Reference:
[1] Sou-Cheng T. Choi, Yuhan Ding, Fred J. Hickernell, Lan Jiang, Lluis Antoni Jimenez Rugama,
Da Li, Jagadeeswaran Rathinavel, Xin Tong, Kan Zhang, Yizhi Zhang, and Xuan Zhou,
GAIL: Guaranteed Automatic Integration Library (Version 2.3) [MATLAB Software], 2019.
Da Li, Jagadeeswaran Rathinavel, Xin Tong, Kan Zhang, Yizhi Zhang, and Xuan Zhou,
GAIL: Guaranteed Automatic Integration Library (Version 2.3) [MATLAB Software], 2019.
Available from http://gailgithub.github.io/GAIL_Dev/
Guarantee
Expand Down Expand Up @@ -125,7 +125,7 @@ def integrate(self):
alphai = (self.alpha-self.alpha_sigma)/(2*(1-self.alpha_sigma)) # uncertainty to do iteration
eps1 = self._ncbinv(1e4,alphai,self.kurtmax)
self.err_bar = self.sigma_up*eps1
tau = 1. # step of the iteration
tau = 1. # step of the iteration
self.data.n[:] = 1e4 # default initial sample size
while True:
if self.data.n_total + self.data.n > self.n_max:
Expand Down Expand Up @@ -158,7 +158,7 @@ def integrate(self):
toloversig = self.err_bar / self.sigma_up
alphai = 2**tau * (self.alpha - self.alpha_sigma) / (1 - self.alpha_sigma)
n,_ = self._nchebe(toloversig, alphai, self.kurtmax, self.n_max, self.sigma_up)
self.data.n[:] = n
self.data.n[:] = n
# set confidence interval
self.data.confid_int = self.data.solution + self.err_bar * array([-1, 1])
self.data.time_integrate = time() - t_start
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14 changes: 7 additions & 7 deletions sphinx/algorithms.rst
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Expand Up @@ -36,7 +36,7 @@ Asian Call Option
.. automodule:: qmcpy.integrand.asian_call
:members:

Multilevel Call Options with Milstein Discretization
Multilevel Call Options with Milstein Discretization
...............................................

.. automodule:: qmcpy.integrand.ml_call_options
Expand Down Expand Up @@ -121,13 +121,13 @@ Sobol'
Halton
......

.. automodule:: qmcpy.discrete_distribution.halton
.. automodule:: qmcpy.discrete_distribution.halton
:members:

Korobov
.......

.. automodule:: qmcpy.discrete_distribution.korobov
.. automodule:: qmcpy.discrete_distribution.korobov
:members:

IID Standard Uniform
Expand Down Expand Up @@ -171,13 +171,13 @@ Abstract Stopping Criterion Class
.. automodule:: qmcpy.stopping_criterion._stopping_criterion
:members:

Garunteed Lattice Cubature (qMC)
Guaranteed Lattice Cubature (qMC)
................................

.. automodule:: qmcpy.stopping_criterion.cub_qmc_lattice_g
:members:

Garunteed Sobol Cubature (qMC)
Guaranteed Sobol Cubature (qMC)
..............................

.. automodule:: qmcpy.stopping_criterion.cub_qmc_sobol_g
Expand All @@ -201,7 +201,7 @@ Multilevel MC Cubature
.. automodule:: qmcpy.stopping_criterion.cub_mc_ml
:members:

Garunteed MC Cubature
Guaranteed MC Cubature
...............................

.. automodule:: qmcpy.stopping_criterion.cub_mc_g
Expand Down Expand Up @@ -247,7 +247,7 @@ Multilevel MC Data

.. automodule:: qmcpy.accumulate_data.mlmc_data
:members:

Mean Variance MC Data
.......................

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6 changes: 3 additions & 3 deletions sphinx/conf.py
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Expand Up @@ -26,11 +26,11 @@
# -- Project information -----------------------------------------------------
project = u"QMCPy"
copyright = u"2019, Illinois Institute of Technology"
author = u"Fred J. Hickernell, Aleksei Sorokin, Sou-Cheng T. Choi"
version = u"0.1"
author = u"Sou-Cheng T. Choi, Fred J. Hickernell, Michael McCourt, Jagadeeswaran Rathinavel, and Aleksei Sorokin"
version = u"0.3"

# The full version, including alpha/beta/rc tags
release = u"0.1"
release = version
master_doc = 'index'


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