pystra.correlation.absoluteIntegralValue#

absoluteIntegralValue(rho0, *args)[source]#

Objective function for the Nataf correlation optimisation.

Returns |rho_target - rho_integral(rho0)|, which is minimised by scipy.optimize.fmin to find the modified correlation coefficient rho0 in standard-normal space.

Parameters:

  • rho0 (float) – Trial correlation in standard-normal space.

  • *args (tuple) – (rho_target, margi, margj, Z1, Z2, X1, X2, WIP, detJ) — the target physical-space correlation and the pre-computed quadrature grid (see zi_and_xi()).

Returns:

Absolute error between target and computed correlation.

Return type:

float