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QMCSoftware · Jul 23, 2020 · b61b12c · b61b12c
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Showing 32 changed files with 5,155 additions and 6,568 deletions.
diff --git a/demos/MC_vs_QMC.ipynb b/demos/MC_vs_QMC.ipynb
diff --git a/demos/importance_sampling.ipynb b/demos/importance_sampling.ipynb
diff --git a/demos/integration_examples.ipynb b/demos/integration_examples.ipynb
@@ -60,6 +60,7 @@
       "Gaussian (TrueMeasure Object)\n",
       "    mean            0\n",
       "    covariance      2^(-1)\n",
+      "    decomp_type     pca\n",
       "CubQMCSobolG (StoppingCriterion Object)\n",
       "    abs_tol         0.050\n",
       "    rel_tol         0\n",
@@ -68,8 +69,8 @@
       "LDTransformData (AccumulateData Object)\n",
       "    n_total         2^(10)\n",
       "    solution        2.172\n",
-      "    r_lag           2^(2)\n",
-      "    time_integrate  0.005\n"
+      "    error_hat       0.011\n",
+      "    time_integrate  0.002\n"
      ]
     }
    ],
@@ -108,7 +109,7 @@
      "name": "stdout",
      "output_type": "stream",
      "text": [
-      "Solution: 6.2570         \n",
+      "Solution: 6.2708         \n",
       "AsianCall (Integrand Object)\n",
       "    volatility      2^(-1)\n",
       "    start_price     30\n",
@@ -124,6 +125,7 @@
       "BrownianMotion (TrueMeasure Object)\n",
       "    time_vector     [0.062 0.125 0.188 ... 0.875 0.938 1.   ]\n",
       "    drift           0\n",
+      "    assembly_type   pca\n",
       "CubMCCLT (StoppingCriterion Object)\n",
       "    inflate         1.200\n",
       "    alpha           0.010\n",
@@ -133,11 +135,12 @@
       "    n_max           10000000000\n",
       "MeanVarData (AccumulateData Object)\n",
       "    levels          1\n",
-      "    solution        6.257\n",
-      "    n               822372\n",
-      "    n_total         823396\n",
-      "    confid_int      [6.231 6.283]\n",
-      "    time_integrate  1.496\n"
+      "    solution        6.271\n",
+      "    n               884808\n",
+      "    n_total         885832\n",
+      "    error_hat       0.025\n",
+      "    confid_int      [6.245 6.296]\n",
+      "    time_integrate  1.805\n"
      ]
     }
    ],
@@ -183,7 +186,7 @@
      "name": "stdout",
      "output_type": "stream",
      "text": [
-      "Solution: 6.2543         \n",
+      "Solution: 6.2717         \n",
       "AsianCall (Integrand Object)\n",
       "    volatility      2^(-1)\n",
       "    start_price     30\n",
@@ -199,6 +202,7 @@
       "BrownianMotion (TrueMeasure Object)\n",
       "    time_vector     [0.062 0.125 0.188 ... 0.875 0.938 1.   ]\n",
       "    drift           0\n",
+      "    assembly_type   pca\n",
       "CubMCCLT (StoppingCriterion Object)\n",
       "    inflate         1.200\n",
       "    alpha           0.010\n",
@@ -208,11 +212,12 @@
       "    n_max           10000000000\n",
       "MeanVarData (AccumulateData Object)\n",
       "    levels          3\n",
-      "    solution        6.254\n",
-      "    n               [1043008.  114939.   41466.]\n",
-      "    n_total         1202485\n",
-      "    confid_int      [6.229 6.28 ]\n",
-      "    time_integrate  0.375\n"
+      "    solution        6.272\n",
+      "    n               [1403044.   54534.   17163.]\n",
+      "    n_total         1477813\n",
+      "    error_hat       0.026\n",
+      "    confid_int      [6.246 6.298]\n",
+      "    time_integrate  0.450\n"
      ]
     }
    ],
@@ -254,7 +259,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.6.9"
+   "version": "3.8.5"
   }
  },
  "nbformat": 4,

diff --git a/demos/lebesgue_integration.ipynb b/demos/lebesgue_integration.ipynb
@@ -286,7 +286,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.6.9"
+   "version": "3.8.5"
   }
  },
  "nbformat": 4,

diff --git a/demos/nei_demo.ipynb b/demos/nei_demo.ipynb
diff --git a/demos/qei-demo-for-blog.ipynb b/demos/qei-demo-for-blog.ipynb
diff --git a/demos/qmcpy_intro.ipynb b/demos/qmcpy_intro.ipynb
@@ -24,7 +24,7 @@
      "name": "stdout",
      "output_type": "stream",
      "text": [
-      "qmcpy 0.3\n"
+      "qmcpy 0.3.1c\n"
      ]
     }
    ],
@@ -90,8 +90,8 @@
       "text/plain": [
        "array([[0.076, 0.78 ],\n",
        "       [0.576, 0.28 ],\n",
-       "       [0.326, 0.03 ],\n",
-       "       [0.826, 0.53 ]])"
+       "       [0.326, 0.53 ],\n",
+       "       [0.826, 0.03 ]])"
       ]
      },
      "execution_count": 4,
@@ -366,6 +366,7 @@
       "    solution        0.657\n",
       "    n               3359\n",
       "    n_total         4383\n",
+      "    error_hat       0.010\n",
       "    confid_int      [0.647 0.667]\n",
       "    time_integrate  0.001\n"
      ]
@@ -445,8 +446,9 @@
       "    solution        0.826\n",
       "    n               5455\n",
       "    n_total         6479\n",
+      "    error_hat       0.010\n",
       "    confid_int      [0.816 0.836]\n",
-      "    time_integrate  0.004\n"
+      "    time_integrate  0.002\n"
      ]
     }
    ],
@@ -510,7 +512,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.6.9"
+   "version": "3.8.5"
   }
  },
  "nbformat": 4,