mattpitkin

from __future__ import print_function, division

import numpy as np
from scipy.signal import fftconvolve
import subprocess as sp
import os
import sys
import gzip
import h5py
from time import time

mattpitkin

"""
Example of integration of a function f(x) (for which a set of samples and integral estimate exist
e.g. through use of the Nested Sampling algorithm) multiplied by some other function g(x). NOTE: one
could use the expectatation value for this, but in some cases where there is sparse sampling over
the full allowed range of the function can cause problems.

The samples are passed through a KDE and then the kde object is passed to the GSL CQUAD
integration function

This requires the Cython, numpy, scikit-learn (v0.18 or greater) and the GSL library.

mattpitkin

import numpy as np
from matplotlib import pyplot as pl

x = np.random.randn(5000)
y = 0.2*np.random.randn(5000) + 3

xbins = 20
ybins = 20
H, xedges, yedges = np.histogram2d(x, y, bins=(xbins, ybins))