simpsVariance¶

fiducia.stats.simpsVariance(yUnc, x=None, dx=1.0)[source]¶

Propagates variance (\(\sigma^2\)) through Simpson’s rule numerical integration.

NOTE: THIS FUNCTION IS INCOMPLETE AND HAS NOT BEEN VERIFIED 2020-08-21 PMK.

Parameters

yUnc (list, numpy.ndarray) – Uncertainties in the vertical axis.
x (list, numpy.ndarray, optional) – Horizontal coordinates corresponding to yUnc. Default is None, which generates a uniformly spaced linear array of horizontal coordinates based on the length of yUnc and the value of dx.
dx (float, optional) – Uniform spacing between horizontal coordinates corresponding to yUnc. Default is 1.0.

Returns

variance – Variance (\(\sigma^2\)) on value of integral from Simpson’s rule numerical integration.

Return type

float

Notes

Based on a modified verison of:: https://en.wikipedia.org/wiki/Simpson’s_rule#Composite_Simpson’s_rule_for_irregularly_spaced_data

Examples