vegas 6.2.1__cp313-cp313-macosx_11_0_arm64.whl

vegas/__init__.py

@@ -0,0 +1,1311 @@
+""" Introduction
+--------------------
+This package provides tools for estimating multidimensional
+integrals numerically using an enhanced version of
+the adaptive Monte Carlo |vegas| algorithm (G. P. Lepage,
+J. Comput. Phys. 27(1978) 192, and J. Comput. Phys. 439(2021) 
+110386). 
+
+A |vegas| code generally involves two objects, one representing
+the integrand and the other representing an integration
+operator for a particular multidimensional volume. A typical
+code sequence for a D-dimensional integral has the structure::
+
+    # create the integrand
+    def f(x):
+        ... compute the integrand at point x[d] d=0,1...D-1
+        ...
+
+    # create an integrator for volume with
+    # xl0 <= x[0] <= xu0, xl1 <= x[1] <= xu1 ...
+    integration_region = [[xl0, xu0], [xl1, xu1], ...]
+    integrator = vegas.Integrator(integration_region)
+
+    # do the integral and print out the result
+    result = integrator(f, nitn=10, neval=10000)
+    print(result)
+
+The algorithm iteratively adapts to the integrand over
+``nitn`` iterations, each of which uses at most ``neval``
+integrand samples to generate a Monte Carlo estimate of
+the integral. The final result is the weighted average
+of the results from all iterations. Increase ``neval``
+to increase the precision of the result. Typically
+``nitn`` is between 10 and 20. ``neval`` can be
+1000s to millions, or more, depending upon
+the integrand and the precision desired.
+
+The integrator remembers how it adapted to ``f(x)``
+and uses this information as its starting point if it is reapplied
+to ``f(x)`` or applied to some other function ``g(x)``.
+An integrator's state can be archived for future applications
+using Python's :mod:`pickle` module.
+
+See the extensive Tutorial in the first section of the |vegas| documentation.
+"""
+
+# Created by G. Peter Lepage (Cornell University) in 12/2013.
+# Copyright (c) 2013-24 G. Peter Lepage.
+#
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# any later version (see <http://www.gnu.org/licenses/>).
+#
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU General Public License for more details.
+
+from ._vegas import RAvg, RAvgArray, RAvgDict
+from ._vegas import AdaptiveMap, Integrator, BatchIntegrand
+from ._vegas import reporter, VegasIntegrand, batchintegrand
+from ._vegas import rbatchintegrand, RBatchIntegrand
+from ._vegas import lbatchintegrand, LBatchIntegrand
+from ._vegas import MPIintegrand
+from ._version import __version__
+
+# legacy names:
+from ._vegas import vecintegrand, VecIntegrand
+
+import gvar as _gvar
+import functools
+import numpy
+import pickle 
+
+###############################################
+# PDFEV, etc PDFIntegrator expectation values
+
+
+class PDFEV(_gvar.GVar):
+    r""" Expectation value from |PDFIntegrator|.
+    
+    Expectation values are returned by 
+    :meth:`vegas.PDFIntegrator.__call__` and 
+    :class:`vegas.PDFIntegrator.stats`::
+
+        >>> g = gvar.gvar(['1(1)', '10(10)'])
+        >>> g_ev = vegas.PDFIntegrator(g)
+        >>> def f(p):
+        ...     return p[0] * p[1]
+        >>> print(g_ev(f))
+        10.051(57)
+        >>> print(g_ev.stats(f))
+        10(17)
+
+    In the first case, the quoted error is the uncertainty 
+    in the :mod:`vegas` estimate of the mean of ``f(p)``. 
+    In the second case, the quoted uncertainty is the 
+    standard deviation evaluated with respect to the 
+    Gaussian distribution associated with ``g`` (added
+    in quadrature to the :mod:`vegas` error, which 
+    is negligible here). 
+          
+    :class:`vegas.PDFEV`\s have the following attributes:
+
+    Attributes:
+
+        pdfnorm: Divide PDF by ``pdfnorm`` to normalize it.
+
+        results (:class:`vegas.RAvgDict`): Results from 
+            the underlying integrals.
+
+    In addition, they have all the attributes of the :class:`vegas.RAvgDict`
+    (``results``) corresponding to the underlying integrals.
+    
+    A :class:`vegas.PDFEV` returned by 
+    ``vegas.PDFIntegrator.stats(self, f...)`` has three further attributes:
+
+    Attributes:
+
+        stats: An instance of :class:`gvar.PDFStatistics`
+            containing statistical information about 
+            the distribution of ``f(p)``.
+
+        vegas_mean: |vegas| estimate for the mean value of 
+            ``f(p)``. The uncertainties in ``vegas_mean`` 
+            are the integration errors from |vegas|.
+
+        vegas_cov: |vegas| estimate for the covariance matrix 
+            of ``f(p)``. The uncertainties in ``vegas_cov`` 
+            are the integration errors from |vegas|.
+
+        vegas_sdev: |vegas| estimate for the standard deviation 
+            of ``f(p)``. The uncertainties in ``vegas_sdev`` 
+            are the integration errors from |vegas|.
+    """
+    def __init__(self, results, analyzer=None):
+        self.results = pickle.loads(results) if isinstance(results, bytes) else results
+        if analyzer is None:
+            ans = self.results['f(p)*pdf'] / self.results['pdf']
+            super(PDFEV, self).__init__(*ans.internaldata)
+            self.analyzer = None
+        else:
+            ans, extras = analyzer(self.results)
+            super(PDFEV, self).__init__(*ans.internaldata)
+            for k in extras:
+                setattr(self, k, extras[k])
+            self.analyzer = analyzer
+
+    def extend(self, pdfev):
+        r""" Merge results from :class:`PDFEV` object ``pdfev`` after results currently in ``self``. """
+        self.results.extend(pdfev.results)
+
+    def __getattr__(self, k):
+        if k in ['keys']:
+            raise AttributeError('no keys method')
+        if k == 'pdfnorm':
+            return self.results['pdf']
+        return getattr(self.results, k)
+
+    def _remove_gvars(self, gvlist):
+        tmp = PDFEV(results=self.results, analyzer=self.analyzer)
+        tmp.results = _gvar.remove_gvars(tmp.results, gvlist)
+        tgvar = _gvar.gvar_factory() # small cov matrix
+        super(PDFEV, tmp).__init__(*tgvar(0,0).internaldata)
+        return tmp 
+
+    def _distribute_gvars(self, gvlist):
+        return PDFEV(
+            results = _gvar.distribute_gvars(self.results, gvlist),
+            analyzer=self.analyzer
+            )
+
+    def __reduce_ex__(self, protocol):
+        return (PDFEV, (pickle.dumps(self.results), self.analyzer))
+
+class PDFEVArray(numpy.ndarray):
+    r""" Array of expectation values from |PDFIntegrator|.
+    
+    Expectation values are returned by 
+    :meth:`vegas.PDFIntegrator.__call__` and 
+    :class:`vegas.PDFIntegrator.stats`::
+
+        >>> g = gvar.gvar(['1(1)', '10(10)'])
+        >>> g_ev = vegas.PDFIntegrator(g)
+        >>> def f(p):
+        ...     return [p[0], p[1], p[0] * p[1]]
+        >>> print(g_ev(f))
+        [0.9992(31) 10.024(29) 10.051(57)]
+        >>> print(g_ev.stats(f))
+        [1.0(1.0) 10(10) 10(17)]
+
+    In the first case, the quoted errors are the uncertainties 
+    in the :mod:`vegas` estimates of the means. In the second 
+    case, the quoted uncertainties are the standard deviations 
+    evaluated with respect to the Gaussian distribution 
+    associated with ``g`` (added in quadrature to the 
+    :mod:`vegas` errors, which are negligible here).
+          
+    :class:`vegas.PDFEVArray`\s have the following attributes:
+    
+    Attributes:
+
+        pdfnorm: Divide PDF by ``pdfnorm`` to normalize it.
+
+        results (:class:`vegas.RAvgDict`): Results from 
+            the underlying integrals.
+
+    In addition, they have all the attributes of the :class:`vegas.RAvgDict`
+    (``results``) corresponding to the underlying integrals.
+
+    A :class:`vegas.PDFEVArray` ``s`` returned by 
+    ``vegas.PDFIntegrator.stats(self, f...)`` has three further 
+    attributes:
+
+    Attributes:
+
+        stats: ``s.stats[i]`` is a :class:`gvar.PDFStatistics`
+            object containing statistical information about 
+            the distribution of ``f(p)[i]``.
+
+        vegas_mean: |vegas| estimates for the mean values
+            of ``f(p)``. The uncertainties in ``vegas_mean`` 
+            are the integration errors from |vegas|.
+
+        vegas_cov: |vegas| estimate for the covariance matrix
+            of ``f(p)``. The uncertainties in ``vegas_cov`` 
+            are the integration errors from |vegas|.
+
+        vegas_sdev: |vegas| estimate for the standard deviation 
+            of ``f(p)``. The uncertainties in ``vegas_sdev`` 
+            are the integration errors from |vegas|.
+    """
+    def __new__(cls, results, analyzer=None):
+        results = pickle.loads(results) if isinstance(results, bytes) else results
+        if analyzer is None:
+            self = numpy.asarray(results['f(p)*pdf'] / results['pdf']).view(cls)
+            self.analyzer = None
+        else:
+            ans, extras = analyzer(results)
+            self = numpy.asarray(ans).view(cls)
+            for k in extras:
+                setattr(self, k, extras[k])
+            self.analyzer = analyzer 
+        self.results = results
+        return self 
+
+    def extend(self, pdfev):
+        r""" Merge results from :class:`PDFEVArray` object ``pdfev`` after results currently in ``self``. """
+        self.results.extend(pdfev.results)
+
+    def __getattr__(self, k):
+        if k in ['keys']:
+            raise AttributeError('no keys method')
+        if k == 'pdfnorm':
+            return self.results['pdf']
+        return getattr(self.results, k)
+
+    def _remove_gvars(self, gvlist):
+        tmp = PDFEVArray(results=self.results, analyzer=self.analyzer)
+        tmp.results = _gvar.remove_gvars(tmp.results, gvlist)
+        tmp.flat[:] = _gvar.remove_gvars(numpy.array(tmp), gvlist)
+        return tmp 
+
+    def _distribute_gvars(self, gvlist):
+        return PDFEVArray(
+            results=_gvar.distribute_gvars(self.results, gvlist), analyzer=self.analyzer
+            )
+
+    def __reduce_ex__(self, protocol):
+        return (PDFEVArray, (pickle.dumps(self.results), self.analyzer))
+
+class PDFEVDict(_gvar.BufferDict):
+    r""" Dictionary of expectation values from |PDFIntegrator|.
+    
+    Expectation values are returned by 
+    :meth:`vegas.PDFIntegrator.__call__` and 
+    :class:`vegas.PDFIntegrator.stats`::
+
+        >>> g = gvar.gvar(['1(1)', '10(10)'])
+        >>> g_ev = vegas.PDFIntegrator(g)
+        >>> def f(p):
+        ...     return dict(p=p, prod=p[0] * p[1])
+        >>> print(g_ev(f))
+        {'p': array([0.9992(31), 10.024(29)], dtype=object), 'prod': 10.051(57)}
+        >>> print(g_ev.stats(f))
+        {'p': array([1.0(1.0), 10(10)], dtype=object), 'prod': 10(17)}
+
+    In the first case, the quoted errors are the uncertainties 
+    in the :mod:`vegas` estimates of the means. In the second 
+    case, the quoted uncertainties are the standard deviations 
+    evaluated with respect to the Gaussian distribution 
+    associated with ``g`` (added in quadrature to the 
+    :mod:`vegas` errors, which are negligible here).
+    
+    :class:`vegas.PDFEVDict` objects have the following attributes:
+
+    Attributes:
+
+        pdfnorm: Divide PDF by ``pdfnorm`` to normalize it.
+
+        results (:class:`vegas.RAvgDict`): Results from 
+            the underlying integrals.
+
+    In addition, they have all the attributes of the :class:`vegas.RAvgDict`
+    (``results``) corresponding to the underlying integrals.
+
+    A :class:`vegas.PDFEVDict` object ``s`` returned by 
+    :meth:`vegas.PDFIntegrator.stats` has three further attributes:
+
+    Attributes:
+
+        stats: ``s.stats[k]`` is a :class:`gvar.PDFStatistics`
+            object containing statistical information about 
+            the distribution of ``f(p)[k]``.
+
+        vegas_mean: |vegas| estimates for the mean values
+             of ``f(p)``. The uncertainties in ``vegas_mean`` 
+             are the integration errors from |vegas|.
+
+        vegas_cov: |vegas| estimate for the covariance matrix
+            of ``f(p)``. The uncertainties in ``vegas_cov`` 
+            are the integration errors from |vegas|.
+
+        vegas_sdev: |vegas| estimate for the standard deviation 
+            of ``f(p)``. The uncertainties in ``vegas_sdev`` 
+            are the integration errors from |vegas|.
+    """
+    def __init__(self, results, analyzer=None):
+        super(PDFEVDict, self).__init__()
+        self.results = pickle.loads(results) if isinstance(results, bytes) else results
+        if analyzer is None:
+            for k in self.results:
+                if k == 'pdf':
+                    continue 
+                self[k[1]] = self.results[k]
+            self.buf[:] /= self.results['pdf']
+            self.analyzer = None
+        else:
+            ans, extras = analyzer(self.results)
+            for k in extras:
+                setattr(self, k, extras[k])
+            for k in ans:
+                self[k] = ans[k]
+            self.analyzer = analyzer
+
+    def extend(self, pdfev):
+        r""" Merge results from :class:`PDFEVDict` object ``pdfev`` after results currently in ``self``. """
+        self.results.extend(pdfev.results)
+
+    def _remove_gvars(self, gvlist):
+        tmp = PDFEVDict(results=self.results, analyzer=self.analyzer)
+        tmp.results = _gvar.remove_gvars(tmp.results, gvlist)
+        tmp._buf = _gvar.remove_gvars(tmp.buf, gvlist)
+        return tmp 
+
+    def _distribute_gvars(self, gvlist):
+        return PDFEVDict(
+            results=_gvar.distribute_gvars(self.results, gvlist),
+            analyzer=self.analyzer
+            )
+
+    def __getattr__(self, k):
+        if k == 'pdfnorm':
+            return self.results['pdf']
+        return getattr(self.results, k)
+
+    def __reduce_ex__(self, protocol):
+        pickle.dumps(self.results)
+        return (PDFEVDict, (pickle.dumps(self.results), self.analyzer))
+
+class PDFIntegrator(Integrator):
+    r""" :mod:`vegas` integrator for PDF expectation values.
+
+    ``PDFIntegrator(param, pdf)`` creates a |vegas| integrator that 
+    evaluates expectation values of arbitrary functions ``f(p)`` with 
+    respect to the probability density function  ``pdf(p)``, where 
+    ``p`` is a point in the parameter space defined by ``param``. 
+    
+    ``param`` is a collection of :class:`gvar.GVar`\s (Gaussian random
+    variables) that together define a multi-dimensional Gaussian 
+    distribution with the same parameter space as the distribution 
+    described by ``pdf(p)``. ``PDFIntegrator`` internally 
+    re-expresses the integrals over these parameters in terms 
+    of new variables that emphasize the region defined by
+    ``param`` (i.e., the region where the PDF associated with 
+    the ``param``'s Gaussian distribution is large).
+    The new variables are also aligned with the principal axes 
+    of ``param``'s correlation matrix, to facilitate integration.
+    
+    ``param``'s means and covariances are chosen to emphasize the 
+    important regions of the ``pdf``'s  distribution (e.g., ``param`` 
+    might be set equal to the prior in a Bayesian analysis). 
+    ``param`` is used to define and optimize the integration variables; 
+    it does not affect the values of the integrals but can have a big 
+    effect on the accuracy.
+    
+    The Gaussian PDF associated with ``param`` is used if 
+    ``pdf`` is unspecified (i.e., ``pdf=None``, which is the default).
+    
+    Typical usage is illustrated by the following code, where
+    dictionary ``g`` specifies both the parameterization (``param``) 
+    and the PDF::
+
+        import vegas
+        import gvar as gv
+        import numpy as np 
+
+        g = gv.BufferDict()
+        g['a'] = gv.gvar([10., 2.], [[1, 1.4], [1.4, 2]])
+        g['fb(b)'] = gv.BufferDict.uniform('fb', 2.9, 3.1)
+
+        g_ev = vegas.PDFIntegrator(g)
+
+        def f(p):
+            a = p['a']
+            b = p['b']
+            return a[0] + np.fabs(a[1]) ** b
+
+        result = g_ev(f, neval=10_000, nitn=5)
+        print('<f(p)> =', result)
+
+    Here ``g`` indicates a three-dimensional distribution
+    where the first two variables ``g['a'][0]`` and ``g['a'][1]`` 
+    are Gaussian with means 10 and 2, respectively, and covariance 
+    matrix [[1, 1.4], [1.4, 2.]]. The last variable ``g['b']`` is 
+    uniformly distributed on interval [2.9, 3.1]. The result
+    is: ``<f(p)> = 30.145(83)``.
+
+    ``PDFIntegrator`` evaluates integrals of both ``f(p) * pdf(p)`` 
+    and ``pdf(p)``. The expectation value of ``f(p)`` is the ratio 
+    of these two integrals (so ``pdf(p)`` need not be normalized). 
+    The result of a ``PDFIntegrator`` integration
+    has an extra attribute, ``result.pdfnorm``, which is the 
+    |vegas| estimate of the integral over the PDF. 
+
+    Args:
+        param : A |GVar|, array of |GVar|\s, or dictionary, whose values
+            are |GVar|\s or arrays of |GVar|\s, that specifies the 
+            integration parameters. When parameter ``pdf=None``, the 
+            PDF is set equal to the Gaussian distribution corresponding 
+            to ``param``. 
+
+        pdf: The probability density function ``pdf(p)``. 
+            The PDF's parameters ``p`` have the same layout 
+            as ``param`` (arrays or dictionary), with the same
+            keys and/or shapes. The Gaussian PDF associated with
+            ``param`` is used when ``pdf=None`` (default).
+            Note that PDFs need not be normalized.
+
+        adapt_to_pdf (bool): :mod:`vegas` adapts to the PDF 
+            when ``adapt_to_pdf=True`` (default). :mod:`vegas` adapts 
+            to ``pdf(p) * f(p)`` when calculating the expectation 
+            value of ``f(p)`` if ``adapt_to_pdf=False``.
+
+        limit (positive float): Integration variables are determined from 
+            ``param``. ``limit`` limits the range of each variable to 
+            a region of size ``limit`` times the standard deviation on 
+            either side of the mean, where means and standard deviations
+            are specified by ``param``. This can be useful if the
+            functions being integrated misbehave for large parameter
+            values (e.g., ``numpy.exp`` overflows for a large range of
+            arguments). Default is ``limit=100``; results should become 
+            independent of ``limit`` as it is increased.
+
+        scale (positive float): The integration variables are
+            rescaled to emphasize parameter values of order
+            ``scale`` times the standard deviation measured from 
+            the mean, where means and standard deviations are 
+            specified by ``param``. The rescaling
+            does not change the value of the integral but it
+            can reduce uncertainties in the :mod:`vegas` estimate.
+            Default is ``scale=1.0``.
+
+        svdcut (non-negative float or None): If not ``None``, replace
+            correlation matrix of ``param`` with a new matrix whose
+            small eigenvalues are modified: eigenvalues smaller than
+            ``svdcut`` times the maximum eigenvalue ``eig_max`` are
+            replaced by ``svdcut*eig_max``. This can ameliorate
+            problems caused by roundoff errors when inverting the
+            covariance matrix. It increases the uncertainty associated
+            with the modified eigenvalues and so is conservative.
+            Setting ``svdcut=None`` or ``svdcut=0`` leaves the
+            covariance matrix unchanged. Default is ``svdcut=1e-12``.
+
+    All other keyword parameters are passed on to the the underlying 
+    :class:`vegas.Integrator`; the ``uses_jac`` keyword is ignored.
+    """
+    def __init__(self, param, pdf=None, adapt_to_pdf=True, limit=100., scale=1., svdcut=1e-15, **kargs):
+        if 'g' in kargs and param is None:
+            # for legacy code
+            param = kargs['g']
+            del kargs['g']
+        if param is None:
+            raise ValueError('param must be specified')
+        if isinstance(param, PDFIntegrator):
+            super(PDFIntegrator, self).__init__(param)
+            for k in ['param_pdf', 'param_sample', 'pdf', 'adapt_to_pdf', 'limit', 'scale']:
+                setattr(self, k, getattr(param, k))
+            return
+        elif isinstance(param, _gvar.PDF):
+            self.param_pdf = param
+        else:
+            self.param_pdf = _gvar.PDF(param, svdcut=svdcut)
+        self.param_sample = self.param_pdf.sample(mode=None)
+        self.limit = abs(limit)
+        self.scale = abs(scale)
+        self.set(adapt_to_pdf=adapt_to_pdf, pdf=pdf)
+        integ_map = self._make_map(self.limit / self.scale)
+        if kargs and 'uses_jac' in kargs:
+            kargs = dict(kargs)
+            del kargs['uses_jac']
+        super(PDFIntegrator, self).__init__(
+            AdaptiveMap(self.param_pdf.size * [integ_map]), **kargs
+            )
+        if getattr(self, 'mpi') and getattr(self, 'sync_ran'):
+            # needed because of the Monte Carlo in _make_map()
+            Integrator.synchronize_random()   # for mpi only
+
+    def __reduce__(self):
+        kargs = dict()
+        for k in Integrator.defaults:
+            if Integrator.defaults[k] != getattr(self, k) and k != 'uses_jac':
+                kargs[k] = getattr(self, k)
+        kargs['sigf'] = numpy.array(self.sigf)
+        return (
+            PDFIntegrator, 
+            (self.param_pdf, self.pdf, self.adapt_to_pdf, self.limit, self.scale),
+            kargs,
+            )
+
+    def __setstate__(self, kargs):
+        self.set(**kargs)
+
+    def set(self, ka={}, **kargs):
+        r""" Reset default parameters in integrator.
+
+        Usage is analogous to the constructor
+        for :class:`PDFIntegrator`: for example, ::
+
+            old_defaults = pdf_itg.set(neval=1e6, nitn=20)
+
+        resets the default values for ``neval`` and ``nitn``
+        in :class:`PDFIntegrator` ``pdf_itg``. A dictionary,
+        here ``old_defaults``, is returned. It can be used
+        to restore the old defaults using, for example::
+
+            pdf_itg.set(old_defaults)
+        """
+        if kargs:
+            kargs.update(ka)
+        else:
+            kargs = ka
+        old_defaults = {}
+        if 'param' in kargs:
+            raise ValueError("Can't reset param.")
+        if 'pdf' in kargs:
+            if hasattr(self, 'pdf'):
+                old_defaults['pdf'] = self.pdf
+            pdf = kargs['pdf']
+            self.pdf = (
+                pdf if pdf is None else 
+                self._make_std_integrand(pdf, xsample=self.param_sample)
+                )
+            del kargs['pdf']
+        if 'adapt_to_pdf' in kargs:
+            if hasattr(self, 'adapt_to_pdf'):
+                old_defaults['adapt_to_pdf'] = self.adapt_to_pdf
+            self.adapt_to_pdf = kargs['adapt_to_pdf']
+            del kargs['adapt_to_pdf']
+        if kargs:
+            old_defaults.update(super(PDFIntegrator, self).set(kargs))
+        return old_defaults
+
+    def _make_map(self, limit):
+        r""" Make vegas grid that is adapted to the pdf. """
+        ny = 2000
+        y = _gvar.RNG.random((ny,1))
+        limit = numpy.arctan(limit)
+        m = AdaptiveMap([[-limit, limit]], ninc=100)
+        theta = numpy.empty(y.shape, float)
+        jac = numpy.empty(y.shape[0], float)
+        for itn in range(10):
+            m.map(y, theta, jac)
+            tan_theta = numpy.tan(theta[:, 0])
+            x = self.scale * tan_theta
+            fx = (tan_theta ** 2 + 1) * numpy.exp(-(x ** 2) / 2.)
+            m.add_training_data(y, (jac * fx) ** 2)
+            m.adapt(alpha=1.5)
+        return numpy.array(m.grid[0])
+
+    @staticmethod
+    def _f_lbatch(theta, f, param_pdf, pdf, scale, adapt_to_pdf):
+        r""" Integrand for PDFIntegrator.
+        
+        N.B. Static method is more efficient because less to carry around
+        (eg, when nproc>1).
+        N.B. ``f`` has been converted to a ``VegasIntegrand`` object (as has
+        ``self.pdf`` if it is defined externally.
+        """
+        tan_theta = numpy.tan(theta)
+        chiv = scale * tan_theta   
+        dp_dtheta = numpy.prod(scale * (tan_theta ** 2 + 1.), axis=1) * param_pdf.dp_dchiv
+        p = param_pdf.pflat(chiv, mode='lbatch')
+        if pdf is None:
+            # normalized in chiv space so don't want param_pdf.dp_dchiv in jac
+            pdf = numpy.prod(numpy.exp(-(chiv ** 2) / 2.) / numpy.sqrt(2 * numpy.pi), axis=1) / param_pdf.dp_dchiv
+        else:
+            pdf = numpy.prod(pdf.eval(p, jac=None), axis=1)
+        if f is None:
+            ans = _gvar.BufferDict(pdf=dp_dtheta * pdf)
+            return ans
+        fp = dp_dtheta * pdf if f is None else f.format_evalx(f.eval(p))
+        ans = _gvar.BufferDict()
+        if hasattr(fp, 'keys'):
+            ans['pdf'] = dp_dtheta * pdf
+            for k in fp:
+                shape = numpy.shape(fp[k])
+                ans[('f(p)*pdf', k)] = fp[k] * ans['pdf'].reshape(shape[:1] + len(shape[1:]) * (1,))
+        else:
+            fp = numpy.asarray(fp)
+            ans['pdf'] = dp_dtheta * pdf
+            shape = fp.shape
+            fp *= ans['pdf'].reshape(shape[:1] + len(shape[1:]) * (1,))
+            ans['f(p)*pdf'] = fp
+        if not adapt_to_pdf:
+            ans_pdf = ans.pop('pdf')
+            ans['pdf'] = ans_pdf
+        return ans
+
+    def __call__(self, f=None, save=None, saveall=None, **kargs):
+        r""" Estimate expectation value of function ``f(p)``.
+
+        Uses module :mod:`vegas` to estimate the integral of
+        ``f(p)`` multiplied by the probability density function
+        associated with ``g`` (i.e., ``pdf(p)``). At the same 
+        time it integrates the PDF. The ratio of the two integrals
+        is the expectation value.
+
+        Args:
+            f (function): Function ``f(p)`` to integrate. Integral is
+                the expectation value of the function with respect
+                to the distribution. The function can return a number,
+                an array of numbers, or a dictionary whose values are
+                numbers or arrays of numbers. Setting ``f=None`` means
+                that only the PDF is integrated. Integrals can be 
+                substantially faster if ``f(p)`` (and ``pdf(p)`` if set)
+                are batch functions (see :mod:`vegas` documentation).
+
+            pdf: If specified, ``pdf(p)`` is used as the probability 
+                density function rather than the Gaussian PDF 
+                associated with ``g``. The Gaussian PDF is used if 
+                ``pdf=None`` (default). Note that PDFs need not
+                be normalized.
+
+            adapt_to_pdf (bool): :mod:`vegas` adapts to the PDF 
+                when ``adapt_to_pdf=True`` (default). :mod:`vegas` adapts 
+                to ``pdf(p) * f(p)`` if ``adapt_to_pdf=False``.
+
+            save (str or file or None): Writes ``results`` into pickle 
+                file specified by ``save`` at the end of each iteration. 
+                For example, setting ``save='results.pkl'`` means that 
+                the results returned by the last vegas iteration can be 
+                reconstructed later using::
+
+                    import pickle
+                    with open('results.pkl', 'rb') as ifile:
+                        results = pickle.load(ifile)
+                
+                Ignored if ``save=None`` (default).
+
+            saveall (str or file or None): Writes ``(results, integrator)`` 
+                into pickle file specified by ``saveall`` at the end of 
+                each iteration. For example, setting ``saveall='allresults.pkl'`` 
+                means that the results returned by the last vegas iteration, 
+                together with a clone of the (adapted) integrator, can be 
+                reconstructed later using::
+
+                    import pickle
+                    with open('allresults.pkl', 'rb') as ifile:
+                        results, integrator = pickle.load(ifile)
+                
+                Ignored if ``saveall=None`` (default).
+                
+        All other keyword arguments are passed on to a :mod:`vegas`
+        integrator; see the :mod:`vegas` documentation for further information.
+
+        Returns:
+            Expectation value(s) of ``f(p)`` as object of type
+            :class:`vegas.PDFEV`, :class:`vegas.PDFEVArray`, or 
+            :class:`vegas.PDFEVDict`.
+        """
+        if kargs and 'uses_jac' in kargs:
+            kargs = dict(kargs)
+            del kargs['uses_jac']
+        if kargs:
+            self.set(kargs)
+        if save is not None or saveall is not None:
+            self.set(analyzer=PDFAnalyzer(self, analyzer=self.analyzer, save=save, saveall=saveall))
+        if f is not None:
+            f = self._make_std_integrand(f, self.param_sample)
+        integrand = lbatchintegrand(functools.partial(
+            PDFIntegrator._f_lbatch, f=f, param_pdf=self.param_pdf, 
+            pdf=self.pdf, scale=self.scale, adapt_to_pdf=self.adapt_to_pdf,
+            )) 
+        results = super(PDFIntegrator, self).__call__(integrand)
+        if results['pdf'] == 0:
+            raise RuntimeError('Integral of PDF vanishes; increase neval?')
+        if f is None:
+            ans = results
+            ans.pdfnorm = results['pdf']
+        else:
+            ans = PDFIntegrator._make_ans(results)
+        if isinstance(self.analyzer, PDFAnalyzer):
+            self.set(analyzer=self.analyzer.analyzer)
+        return ans
+
+    @staticmethod
+    def _make_ans(results):
+        if 'f(p)*pdf' not in results:
+            ans = PDFEVDict(results)
+        elif numpy.ndim(results['f(p)*pdf']) == 0:
+            ans = PDFEV(results)
+        else:
+            ans = PDFEVArray(results)
+        return ans
+
+    def stats(self, f=None, moments=False, histograms=False, **kargs):
+        r""" Statistical analysis of function ``f(p)``.
+
+        Uses the :mod:`vegas` integrator to evaluate the expectation
+        values and (co)variances of ``f(p)`` with 
+        respect to the probability density function associated 
+        with the :class:`PDFIntegrator`. Typical usage
+        is illustrated by::
+
+            >>> import gvar as gv
+            >>> import vegas
+            >>> g = gv.gvar(dict(a='1.0(5)', b='2(1)')) * gv.gvar('1.0(5)')
+            >>> g_ev = vegas.PDFIntegrator(g)
+            >>> g_ev(neval=10_000)    # adapt the integrator to the PDF
+            >>> @vegas.rbatchintegrand
+            ... def f(p):
+            ...     fp = dict(a=p['a'], b=p['b'])
+            ...     fp['a**2 * b'] = p['a']**2 * p['b']
+            ...     return fp
+            >>> r = g_ev.stats(f)
+            >>> print(r)
+            {'a': 1.00(71), 'b': 2.0(1.4), 'a**2 * b': 4.0(6.1)}
+            >>> print(r.vegas_mean['a**2 * b'])
+            3.9972(30)
+            >>> print(r.vegas_cov['a**2 * b', 'a**2 * b'] ** 0.5)            
+            6.073(13)
+
+        ``g_ev.stats(f)`` returns a dictionary of |GVar|\s whose 
+        means and (co)variances are calculated from integrals of 
+        ``f(p) * pdf(p)`` and ``f(p)**2 * pdf(p)``, where ``pdf(p)`` 
+        is the probability density function associated with ``g``.
+        The means and standard deviations for each component of ``f(p)``
+        are displayed by ``print(r)``. The values for the means 
+        and standard deviations have uncertainties coming from the 
+        integrations (|vegas| errors) but these are negligible compared 
+        to the standard deviations. (The last two 
+        print statements show the |vegas| results for the 
+        mean and standard deviation in ``r['a**2 * b']``: 3.9972(30)
+        and 6.073(13), respectively.)
+
+        Th Gaussian approximation for the expectation value of 
+        ``f(p)`` is given by ::
+
+            >>> print(f(g))
+            {'a': 1.00(71), 'b': 2.0(1.4), 'a**2 * b': 2.0(3.7)}
+        
+        Results for ``a`` and ``b`` agree with the results from 
+        ``g_ev.stats(f)``, as expected since the distributions 
+        for these quantities are (obviously) Gaussian. Results 
+        for ``a**2 * b``, however, are quite different, indicating 
+        a distribution that is not Gaussian.
+             
+        Additional statistical data are collected by setting keywords
+        ``moments=True`` and/or ``histogram=True``::
+
+            >>> r = g_ev.stats(f, moments=True, histograms=True)
+            >>> for k in r:
+            ...     print(10 * '-', k)
+            ...     print(r.stats[k])
+            ---------- a
+               mean = 0.99972(23)   sdev = 0.70707(29)   skew = -0.0036(20)   ex_kurt = -0.0079(49)
+               split-normal: 1.0013(14) +/- 0.70862(97)/0.71091(98)
+                     median: 0.99927(62) +/- 0.7077(10)/0.7063(10)
+            ---------- b
+               mean = 1.99954(47)   sdev = 1.41424(72)   skew = -0.0041(28)   ex_kurt = -0.0074(65)
+               split-normal: 2.0042(33) +/- 1.4162(23)/1.4224(24)
+                     median: 1.9977(11) +/- 1.4162(18)/1.4115(19)
+            ---------- a**2 * b
+               mean = 3.9957(29)   sdev = 6.054(12)   skew = 3.048(22)   ex_kurt = 14.52(35)
+               split-normal: -0.4891(25) +/- 6.9578(88)/0.519(10)
+                     median: 1.7447(24) +/- 6.284(12)/2.0693(26)
+            
+        where the uncertainties are all |vegas| errors. Here the 
+        integrator was used to calculate the first four moments 
+        of the distributions for each component of ``f(p)``, from 
+        which the mean, standard deviation, skewness, and excess 
+        kurtosis of those distributions are calculated. As expected 
+        the first two distribuitons here are clearly Gaussian, 
+        but the distribution for ``a**2 * b`` is not. 
+        
+        The integrator also calculates histograms
+        for each of the distributions and fits them to two 
+        different two-sided Gaussians: one is a continuous split-normal
+        distribution, and the other is centered on the median of the 
+        distribution and is discontinuous there. (For more information
+        see the documentation for :class:`gvar.PDFStatistics`.)
+        Both models suggest large asymmetries in the distribution 
+        for ``a**2 * b``. The histogram for this distribution can 
+        be displayed using::
+        
+            >>> r.stats['a**2 * b'].plot_histogram(show=True)
+
+        Note that |vegas| adaptation is turned off (``adapt=False``)
+        by default in :meth:`PDFIntegrator.stats`. This setting 
+        can be overridden by setting the ``adapt`` parameter 
+        explicitly, but this is not recommended. 
+
+        Args:
+            f (callable): Statistics are calculated for the 
+                components of the output from function ``f(p)``,
+                where ``p`` is a point drawn from the distribution 
+                specified by the ``param`` or ``pdf`` associated with the 
+                :class:`PDFIntegrator`. Parameters ``p`` have
+                the same structure as ``param`` (i.e., array or 
+                dictionary). If ``f=None``, it is replaced by
+                ``f=lbatchintegrand(lambda p:p)``.
+
+            moments (bool): If ``True``, moments are calculated so 
+                that the skewness and excess kurtosis can be determined.
+
+            histograms (bool or dict): Setting ``histograms=True`` 
+                causes histograms to be calculated for the 
+                distributions associated with each component of 
+                the output from ``f(p)``. Alternatively, ``histograms``
+                can be set equal to a dictionary to specify the 
+                the width ``binwidth`` of each histogram bin, the total 
+                number ``nbin`` of bins, and/or the location ``loc``
+                of each histogram: for example, ::
+
+                    histograms=dict(
+                        binwidth=0.5, nbin=12, 
+                        loc=gv.gvar({
+                            'a': '1.0(5)', 'b': '2(1)', 
+                            'a**2 * b': '2.5(2.7)'
+                            }), 
+                        )
+
+                where ``loc`` specifies the location of the center of the histogram 
+                for each output quantity (e.g., ``loc['a'].mean``) and the width of 
+                the bins (e.g., ``binwidth * loc['a'].sdev``). If ``loc`` is not 
+                specified explicitly, it is determined from a simulation using
+                values drawn from the Gaussian distribution for ``self.g``
+                (or from the distribution described by ``self.pdf`` if it is specified).
+
+            kargs (dict): Additional keywords passed on to the 
+                integrator.
+        
+        Returns:
+            Expectation value(s) of ``f(p)`` as an object of type
+            :class:`vegas.PDFEV`, :class:`vegas.PDFEVArray`, 
+            or :class:`vegas.PDFEVDict`.
+        """
+        oldsettings = {}
+        if 'adapt' not in kargs:
+            oldsettings['adapt'] = self.adapt
+            kargs['adapt'] = False 
+        
+        if f is None:
+            if self.param_sample.shape is None and not hasattr(self, 'extrakeys'):
+                self.extrakeys = []
+                for k in self.param_sample.all_keys():
+                    if k not in self.param_sample:
+                        self.extrakeys.append(k)
+            else:
+                self.extrakeys = None
+            f = lbatchintegrand(functools.partial(
+                PDFIntegrator.default_stats_f, jac=None, extrakeys=self.extrakeys
+                ))
+        f = self._make_std_integrand(f, xsample=self.param_sample)
+        fpsample = f(self.param_sample)
+
+        if histograms is not False:
+            if histograms is True:
+                histograms = {}
+            nbin = histograms.get('nbin', 12)
+            binwidth = histograms.get('binwidth', 0.5)
+            histograms['nbin'] = nbin 
+            histograms['binwidth'] = binwidth
+            loc = histograms.get('loc', None)
+            # bins = histograms.get('bins', None)
+            if loc is not None:
+                if hasattr(loc, 'keys'):
+                    loc = _gvar.asbufferdict(loc).flat[:]
+                else:
+                    loc = numpy.asarray(loc).flat[:]
+                mean = _gvar.mean(loc)
+                sdev = _gvar.sdev(loc)
+            else: 
+                @lbatchintegrand
+                def ff2(p):
+                    if hasattr(p, 'keys'):
+                        p = p.lbatch_buf 
+                    else:
+                        p = p.reshape(p.shape[0], -1)
+                    fp = f.eval(p)
+                    return dict(f=fp, f2=fp ** 2)
+                oldnitn = self.nitn
+                r = self(ff2, nitn=1)
+                self.set(nitn=oldnitn)
+                mean = _gvar.mean(r['f'])
+                sdev = numpy.fabs(_gvar.mean(r['f2']) - mean * mean) **  0.5
+            bins = []
+            halfwidth = nbin / 2 * binwidth
+            for i in range(mean.shape[0]):
+                bins.append(
+                    mean[i] + numpy.linspace(-halfwidth * sdev[i], halfwidth * sdev[i], nbin+1)
+                    )
+            histograms['bins'] = numpy.array(bins) 
+        integrand = lbatchintegrand(functools.partial(
+            PDFIntegrator._stats_integrand, f=f, moments=moments, histograms=histograms
+            ))
+        integrand = self._make_std_integrand(integrand, xsample=self.param_sample.flat[:])
+        results = self(integrand, **kargs)
+        analyzer = functools.partial(
+            PDFIntegrator._stats_analyzer, 
+            fpsample=fpsample, moments=moments, histograms=histograms
+            )
+        if fpsample.shape is None:
+            ans = PDFEVDict(results.results, analyzer)
+        elif fpsample.shape == ():
+            ans = PDFEV(results.results, analyzer)
+        else:
+            ans = PDFEVArray(results.results, analyzer)
+        if oldsettings:
+            self.set(**oldsettings)
+        return ans
+
+    @staticmethod
+    def _stats_analyzer(results, fpsample, moments, histograms):
+        r""" Create final stats results from Integrator results """
+        # convert from Integrator to PDFIntegrator results
+        tmp = _gvar.BufferDict()
+        for k in results:
+            if k == 'pdf':
+                continue 
+            tmp[k[1]] = results[k]
+        results = tmp / results['pdf']
+
+        # 1) mean/cov
+        fp = results['fp']
+        meanfp = _gvar.mean(fp)
+        covfpfp = numpy.zeros(2 * meanfp.shape, dtype=object)
+        fp2 = numpy.array(len(meanfp) * [None])
+        fpfp = iter(results['fpfp'])
+        for i in range(meanfp.shape[0]):
+            for j in range(i + 1):
+                if i == j:
+                    fp2[i] = next(fpfp)
+                    covfpfp[i, i] = fp2[i] - fp[i] ** 2
+                else:
+                    covfpfp[i, j] = covfpfp[j, i] = next(fpfp) - fp[i] * fp[j]
+        # add vegas errors to cov and create final result
+        covfpfp += _gvar.evalcov(fp)
+        ans = _gvar.gvar(meanfp, _gvar.mean(covfpfp))
+        if fpsample.shape is None:
+            ans = _gvar.BufferDict(fpsample, buf=ans)
+            mean = _gvar.BufferDict(fpsample, buf=fp)
+            tcov = _gvar.evalcov(mean)
+            cov = _gvar.BufferDict()
+            sdev= _gvar.BufferDict()
+            for k in mean:
+                ksl = mean.slice(k)
+                for l in mean:
+                    lsl = mean.slice(l)
+                    if tcov[k,l].shape == (1, 1) or tcov[k,l].shape == ():
+                        cov[k, l] = covfpfp[ksl, lsl]
+                    else:
+                        cov[k, l] = covfpfp[ksl,lsl].reshape(tcov[k,l].shape) 
+                sdev[k] = _gvar.fabs(cov[k, k]) ** 0.5           
+        elif fpsample.shape == ():
+            ans = ans.flat[0]
+            mean = fp.flat[0]
+            cov = covfpfp
+            sdev = _gvar.fabs(cov) ** 0.5
+        else:
+            ans = ans.reshape(fpsample.shape)
+            mean = fp.reshape(fpsample.shape)
+            tcov = _gvar.evalcov(mean)
+            cov = covfpfp.reshape(tcov.shape)
+            sdev = _gvar.fabs(tcov.diagonal()).reshape(mean.shape) ** 0.5
+        # 2) moments and histogram
+        stats = numpy.array(fpsample.size * [None])
+        for i in range(len(stats)):
+            if moments:
+                mom = [fp[i], fp2[i], results['fp**3'][i], results['fp**4'][i]]
+            else:
+                mom = [fp[i], fp2[i]] 
+            if histograms:
+                hist = histograms['bins'][i], results['count'][i]
+            else:
+                hist = None
+            stats[i] = _gvar.PDFStatistics(moments=mom, histogram=hist)
+        if fpsample.shape is None:
+            stats = _gvar.BufferDict(ans, buf=stats)
+        elif fpsample.shape == ():
+            stats = stats.flat[0]
+        else:
+            stats = stats.reshape(ans.shape)
+        return ans, dict(stats=stats, vegas_mean=mean, vegas_cov=cov, vegas_sdev=sdev)
+
+    @staticmethod
+    def _stats_integrand(p, f, moments=False, histograms=False):
+        fp = f.eval(p) 
+        nfp = fp.shape[1]
+        nbatch = fp.shape[0]
+        fpfp = []
+        for i in range(fp.shape[1]):
+            for j in range(i + 1):
+                fpfp.append(fp[:, i] * fp[:, j])
+        fpfp = numpy.array(fpfp).T
+        ans = _gvar.BufferDict(fp=fp, fpfp=fpfp)
+        if moments:
+            ans['fp**3'] = fp ** 3
+            ans['fp**4'] = fp ** 4
+        if histograms:
+            count = numpy.zeros((nbatch, nfp, histograms['nbin'] + 2), dtype=float)
+            idx = numpy.arange(nbatch)
+            for j in range(nfp):
+                jdx = numpy.searchsorted(histograms['bins'][j], fp[:, j], side='right')
+                count[idx, j, jdx] = 1
+            ans['count'] = count
+        return ans
+    
+    @staticmethod
+    def default_stats_f(p, jac=None, extrakeys=None):
+        if extrakeys is not None and extrakeys:
+            for k in extrakeys:
+                p[k] = p[k]
+        return p
+
+    def sample(self, nbatch, mode='rbatch'):
+        r""" Generate random samples from the integrator's PDF.
+
+        Typical usage is::
+
+            import gvar as gv 
+            import numpy as np
+            import vegas
+
+            @vegas.rbatchintegrand
+            def g_pdf(p):
+                ans = 0
+                h = 1.
+                for p0 in [0.3, 0.6]:
+                    ans += h * np.exp(-np.sum((p-p0)**2, axis=0)/2/.01)
+                    h /= 2
+                return ans
+
+            g_param = gv.gvar([0.5, 0.5], [[.25, .2], [.2, .25]])
+            g_ev = vegas.PDFIntegrator(param=g_param, pdf=g_pdf)
+            
+            # adapt integrator to g_pdf(p) and evaluate <p>
+            g_ev(neval=4000, nitn=10)
+            r = g_ev.stats()
+            print('<p> =', r, '(vegas)')
+
+            # sample g_pdf(p) 
+            wgts, p_samples = g_ev.sample(nbatch=40_000)
+            # evaluate mean values <p> and <cos(p0)>
+            p_avg = np.sum(wgts * p_samples, axis=1)
+            cosp0_avg = np.sum(wgts * np.cos(p_samples[0]))
+            print('<p> =', p_avg, '(sample)')
+            print('<cos(p0)> =', cosp0_avg, '(sample)')
+        
+        Here ``p_samples[d, i]`` is a batch of about 40,000 random samples 
+        for parameter ``p[d]`` drawn from the (bimodal) distribution with 
+        PDF ``g_pdf(p)``. Index ``d=0,1`` labels directions in parameter 
+        space, while index ``i`` labels the sample. The samples 
+        are weighted by ``wgts[i]``; the sum of all weights equals one. 
+        The batch index in ``p_samples`` is the rightmost index because 
+        by default ``mode='rbatch'``. (Set ``mode='lbatch'`` to move the 
+        batch index to the leftmost position: ``p_samples[i, d]``.)
+        The output from this script is::
+
+            <p> = [0.40(17) 0.40(17)] (vegas)
+            <p> = [0.40011804 0.39999454] (sample)
+            <cos(p0)> = 0.9074221724843065 (sample)
+        
+        Samples are also useful for making histograms and contour 
+        plots of the probability density. For example, the following 
+        code uses the :mod:`corner` Python module to create histograms 
+        for each parameter, and a contour plot showing 
+        their joint distribution::
+
+            import corner
+            import matplotlib.pyplot as plt
+            
+            corner.corner(
+                data=p_samples.T, weights=wgts, labels=['p[0]', 'p[1]'],
+                range=[0.999, 0.999], show_titles=True, quantiles=[0.16, 0.5, 0.84],
+                plot_datapoints=False, fill_contours=True, smooth=1,
+                )
+            plt.show()
+
+        The output, showing the bimodal structure, is:
+
+        .. image:: bimodal.png
+            :width: 80%
+        
+
+        Args:
+            nbatch (int): The integrator will return
+                at least ``nbatch`` samples drawn from its PDF. The 
+                actual number of samples is the smallest multiple of 
+                ``self.last_neval`` that is equal to or larger than ``nbatch``.
+                Results are packaged in arrays or dictionaries
+                whose elements have an extra index labeling the different 
+                samples in the batch. The batch index is 
+                the rightmost index if ``mode='rbatch'``; it is 
+                the leftmost index if ``mode`` is ``'lbatch'``. 
+            mode (bool): Batch mode. Allowed 
+                modes are ``'rbatch'`` or ``'lbatch'``,
+                corresponding to batch indices that are on the 
+                right or the left, respectively. 
+                Default is ``mode='rbatch'``.
+        
+        Returns:
+            A tuple ``(wgts,samples)`` containing samples drawn from the integrator's
+            PDF, together with their weights ``wgts``. The weighted sample points 
+            are distributed through parameter space with a density proportional to
+            the PDF. 
+            
+            In general, ``samples`` is either a dictionary or an array 
+            depending upon the format of |PDFIntegrator| parameter ``param``. 
+            For example, if ::
+
+                param = gv.gvar(dict(s='1.5(1)', v=['3.2(8)', '1.1(4)']))
+
+            then ``samples['s'][i]`` is a sample for parameter ``p['s']``
+            where index ``i=0,1...nbatch(approx)`` labels the sample. The 
+            corresponding sample for ``p['v'][d]``, where ``d=0`` or ``1``, 
+            is ``samples['v'][d, i]`` provided ``mode='rbatch'``, which 
+            is the default. (Otherwise it is ``p['v'][i, d]``, for 
+            ``mode='lbatch'``.) The corresponding weight for this sample
+            is ``wgts[i]``.
+
+            When ``param`` is an array, ``samples`` is an array with the same 
+            shape plus an extra sample index which is either on the right 
+            (``mode='rbatch'``, default) or left (``mode='lbatch'``).
+        """
+        neval = self.last_neval if hasattr(self, 'last_neval') else self.neval
+        nit = 1 if nbatch is None else nbatch // neval 
+        if nit * neval < nbatch:
+            nit += 1    
+        samples = []
+        wgts = []
+        for _ in range(nit):
+            for theta, wgt in self.random_batch():
+                # following code comes mostly from _f_lbatch
+                tan_theta = numpy.tan(theta)
+                chiv = self.scale * tan_theta
+                # jac = dp_dtheta
+                dp_dtheta = self.scale * numpy.prod((tan_theta ** 2 + 1.), axis=1) * self.param_pdf.dp_dchiv
+                pflat = self.param_pdf.pflat(chiv, mode='lbatch')
+                if self.pdf is None:
+                    # normalized in chiv space so don't want param_pdf.dpdchiv in jac
+                    pdf = numpy.prod(numpy.exp(-(chiv ** 2) / 2.) / numpy.sqrt(2 * numpy.pi), axis=1) / self.param_pdf.dp_dchiv
+                else:
+                    pdf = numpy.prod(self.pdf.eval(pflat, jac=None), axis=1)
+                p = self.param_pdf._unflatten(pflat, mode='lbatch')
+                wgts.append(wgt * dp_dtheta * pdf)
+                samples.append(pflat)
+        samples =  numpy.concatenate(samples, axis=0)
+        wgts = numpy.concatenate(wgts)
+        wgts /= numpy.sum(wgts)
+        if mode == 'rbatch':
+            samples = self.param_pdf._unflatten(samples.T, mode='rbatch')
+        else:
+            samples = self.param_pdf._unflatten(samples, mode='lbatch')
+        return wgts, samples
+
+class PDFAnalyzer(object):
+    r""" |vegas| analyzer for implementing ``save``, ``saveall`` keywords for :class:`PDFIntegrator` """
+    def __init__(self, pdfinteg, analyzer, save=None, saveall=None):
+        self.pdfinteg = pdfinteg 
+        self.analyzer = analyzer 
+        self.save = save 
+        self.saveall = saveall
+    
+    def begin(self, itn, integrator):
+        if self.analyzer is not None:
+            self.analyzer.begin(itn, integrator)
+
+    def end(self, itn_result, results):
+        if self.analyzer is not None:
+            self.analyzer.end(itn_result, results)
+        if self.save is None and self.saveall is None:
+            return
+        ans = PDFIntegrator._make_ans(results)
+        if isinstance(self.save, str):
+            with open(self.save, 'wb') as ofile:
+                pickle.dump(ans, ofile)
+        elif self.save is not None:
+            pickle.dump(ans, self.save)
+        if isinstance(self.saveall, str):
+            with open(self.saveall, 'wb') as ofile:
+                pickle.dump((ans,self.pdfinteg), ofile)
+        elif self.saveall is not None:
+            pickle.dump((ans,self.pdfinteg), self.saveall)
+            
+
+def ravg(reslist, weighted=None, rescale=None):
+    r""" Create running average from list of :mod:`vegas` results.
+
+    This function is used to change how the weighted average of 
+    |vegas| results is calculated. For example, the following code 
+    discards the first five results (where |vegas| is still adapting) 
+    and does an unweighted average of the last five::
+
+        import vegas
+
+        def fcn(p):
+            return p[0] * p[1] * p[2] * p[3] * 16.
+
+        itg = vegas.Integrator(4 * [[0,1]])
+        r = itg(fcn)
+        print(r.summary())
+        ur = vegas.ravg(r.itn_results[5:], weighted=False)
+        print(ur.summary())
+
+    The unweighted average can be useful because it is unbiased. 
+    The output is::
+    
+        itn   integral        wgt average     chi2/dof        Q
+        -------------------------------------------------------
+          1   1.013(19)       1.013(19)           0.00     1.00
+          2   0.997(14)       1.002(11)           0.45     0.50
+          3   1.021(12)       1.0112(80)          0.91     0.40
+          4   0.9785(97)      0.9980(62)          2.84     0.04
+          5   1.0067(85)      1.0010(50)          2.30     0.06
+          6   0.9996(75)      1.0006(42)          1.85     0.10
+          7   1.0020(61)      1.0010(34)          1.54     0.16
+          8   1.0051(52)      1.0022(29)          1.39     0.21
+          9   1.0046(47)      1.0029(24)          1.23     0.27
+         10   0.9976(47)      1.0018(22)          1.21     0.28
+
+        itn   integral        average         chi2/dof        Q
+        -------------------------------------------------------
+          1   0.9996(75)      0.9996(75)          0.00     1.00
+          2   1.0020(61)      1.0008(48)          0.06     0.81
+          3   1.0051(52)      1.0022(37)          0.19     0.83
+          4   1.0046(47)      1.0028(30)          0.18     0.91
+          5   0.9976(47)      1.0018(26)          0.31     0.87
+
+    Args:
+        reslist (list): List whose elements are |GVar|\s, arrays of 
+            |GVar|\s, or dictionaries whose values are |GVar|\s or
+            arrays of |GVar|\s. Alternatively ``reslist`` can be 
+            the object returned by a call to a 
+            :class:`vegas.Integrator` object (i.e, an instance of 
+            any of :class:`vegas.RAvg`, :class:`vegas.RAvgArray`, 
+            :class:`vegas.RAvgArray`, :class:`vegas.PDFEV`, 
+            :class:`vegas.PDFEVArray`, :class:`vegas.PDFEVArray`).
+        weighted (bool): Running average is weighted (by the inverse
+            covariance matrix) if ``True``. Otherwise the 
+            average is unweighted, which makes most sense if ``reslist`` 
+            items were generated by :mod:`vegas` with little or no 
+            adaptation (e.g., with ``adapt=False``). If ``weighted`` 
+            is not specified (or is ``None``), it is set equal to 
+            ``getattr(reslist, 'weighted', True)``.
+        rescale: Integration results are divided by ``rescale`` 
+            before taking the weighted average if 
+            ``weighted=True``; otherwise ``rescale`` is ignored. 
+            Setting ``rescale=True`` is equivalent to setting
+            ``rescale=reslist[-1]``. If ``rescale`` is not
+            specified (or is ``None``), it is set equal to 
+            ``getattr(reslist, 'rescale', True)``.
+    """
+    for t in [PDFEV, PDFEVArray, PDFEVDict]:
+        if isinstance(reslist, t):
+            return t(ravg(reslist.itn_results, weighted=weighted, rescale=rescale))
+    for t in [RAvg, RAvgArray, RAvgDict]:
+        if isinstance(reslist, t):
+            reslist = reslist.itn_results
+    try:
+        if len(reslist) < 1:
+            raise ValueError('reslist empty')
+    except:
+        raise ValueError('improper type for reslist')
+    if weighted is None:
+        weighted = getattr(reslist, 'weighted', True)
+    if rescale is None:
+        rescale = getattr(reslist, 'rescale', reslist[-1])
+    if hasattr(reslist[0], 'keys'):
+        return RAvgDict(itn_results=reslist, weighted=weighted, rescale=rescale)
+    try:
+        shape = numpy.shape(reslist[0])
+    except:
+        raise ValueError('reslist[i] not GVar, array, or dictionary')
+    if shape == ():
+        return RAvg(itn_results=reslist, weighted=weighted)
+    else:
+        return RAvgArray(itn_results=reslist, weighted=weighted, rescale=rescale)
+