utilities.py 文件源码

def integrateNormalDensity(lb,ub,mu = 0,sigma = 1):
    from scipy.stats import norm
    assert not (ub < lb)
    lessThanUpper = norm.logcdf(ub,loc = mu,scale = sigma)
    lessThanLower = norm.logcdf(lb,loc = mu,scale = sigma)
    #print lessThanUpper,lessThanLower,lessThanUpper-lessThanLower,1 - math.exp(lessThanLower - lessThanUpper)
    return lessThanUpper + np.log1p(-math.exp(lessThanLower - lessThanUpper))