Double Integration Of X*np.log(x) In Python Using Scipy.integrate.dblquad
The code below uses double integration with scipy.integrate.dblquad to calculate the differential entropy, c*np.log(c), of a copula density function c, which has one dependence par
Solution 1:
The first argument must be a callable, so just wrap it in a lambda
itself:
import numpy as np
from scipy import integrate
defcopula_entropy(theta):
c = lambda v, u: ((1+theta)*(u*v)**(-1-theta)) * (u**(-theta)+v**(-theta)-1)**(-1/theta-2)
return -integrate.dblquad(lambda u,v: c(v,u)*np.log(c(v,u)), 0, 1, lambda u: 0, lambda u: 1)[0]
(Please note that I also changed the expression for c
according to the formula you gave).
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