pystra.integration.drho_drho0#
- drho_drho0(rho0, margi, margj, Z1, Z2, X1, X2, WIP, detJ)[source]#
Derivative of the Nataf integral w.r.t.
rho0(Bourinet Eq. 21).\[\frac{\partial\rho_{ij}}{\partial\rho_{0,ij}} = \int\!\!\int h\, \frac{\partial\varphi_2}{\partial\rho_{0,ij}}\, \mathrm{d}z_i\,\mathrm{d}z_j\]- Parameters:
rho0 (float) – Modified correlation in standard-normal space.
margi (Distribution) – Marginal distributions.
margj (Distribution) – Marginal distributions.
Z1 – Quadrature grid from
zi_and_xi().Z2 – Quadrature grid from
zi_and_xi().X1 – Quadrature grid from
zi_and_xi().X2 – Quadrature grid from
zi_and_xi().WIP – Quadrature grid from
zi_and_xi().detJ – Quadrature grid from
zi_and_xi().
- Returns:
\(\partial\rho_{ij}/\partial\rho_{0,ij}\).
- Return type:
float