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Add Bq test problems #838

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katharina-ott
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In a Nutshell

Add test problems for BQ from Genz-family and various others.

Detailed Description

  • includes option to integrate against uniform or Gaussian measure

Related Issues

Closes #585

fxbriol and others added 30 commits December 2, 2021 10:52
Co-authored-by: Marvin Pförtner <[email protected]>
Co-authored-by: Marvin Pförtner <[email protected]>
Co-authored-by: Marvin Pförtner <[email protected]>
… a version of the Genz continuous function transformed to R^d
…s#585)

* rename var -> std in uniform_to_gaussian_quadprob
* use pytest-cases
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codecov bot commented Oct 4, 2023

Codecov Report

Merging #838 (4e6fff0) into main (b9b7f3c) will increase coverage by 0.29%.
The diff coverage is 99.35%.

Impacted file tree graph

@@            Coverage Diff             @@
##             main     #838      +/-   ##
==========================================
+ Coverage   91.17%   91.47%   +0.29%     
==========================================
  Files         218      220       +2     
  Lines        8241     8552     +311     
  Branches     1068     1145      +77     
==========================================
+ Hits         7514     7823     +309     
- Misses        499      500       +1     
- Partials      228      229       +1     
Files Coverage Δ
src/probnum/problems/zoo/quad/__init__.py 100.00% <100.00%> (ø)
...probnum/problems/zoo/quad/_quadproblems_uniform.py 100.00% <100.00%> (ø)
...robnum/problems/zoo/quad/_quadproblems_gaussian.py 96.61% <96.61%> (ø)

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@JonathanWenger JonathanWenger left a comment

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Overall looks very good! It'll be great to have these test problems in the library. I just have a few minor comments and a clarification question about the timing of the MC tests.

docs/source/api/problems/zoo.quad.rst Outdated Show resolved Hide resolved
src/probnum/problems/zoo/quad/_quadproblems_gaussian.py Outdated Show resolved Hide resolved
@JonathanWenger JonathanWenger added the quad Issues related to quadrature label Oct 9, 2023
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@JonathanWenger JonathanWenger left a comment

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Thanks! 🎉

@JonathanWenger JonathanWenger merged commit 60c2584 into probabilistic-numerics:main Oct 25, 2023
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4 participants