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This commit adds mcvegas, a wrapper around the Vegas package produced by P. Lepage.
This commits adds the Npoints namedtuple, which can be passed as argument to mcvegas.
Apart from being misspelled, vegas_adaptor was too verbose. We can't just name this module vegas, because it might clash with the vegas library this module relies on.
This commit adds the mcvegas function to the skmonaco namespace.
Full_output mostly acts to pass the full result of the vegas integrator to the user.
pbugnion force-pushed the vegas_dev branch 3 times, most recently from b6803f6 to 0d3f12a Compare This commit wraps the vegas import in a try statement. This is ugly but necessary for the docs to build correctly. The problem is that Vegas requires Cython to build correctly from source, but readthedocs doesn't include it. Adding Cython to scikit-monaco requirements, or even to vegas requirements, doesn't solve the issue, which seems related to this; pypa/pip#1958 This commit also removes 'vegas' from the requirements.txt file, since this is the module causing problems.
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| Does this still need more work? @pbugnion |
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This PR integrates the Vegas algorithm to scikit-monaco. The implementation is a thin wrapper around P. Lepage's Vegas module, but provides API compatibility with existing scikit-monaco functionality.