Function cf_dist_utils::get_expectation_discrete_cf

pub fn get_expectation_discrete_cf(
    x_min: f64, 
    x_max: f64, 
    discrete_cf: &[Complex<f64>]
) -> f64

Returns expectation given a discrete characteristic function.

Examples

extern crate num_complex;
use num_complex::Complex;
#[macro_use]
extern crate approx;
extern crate cf_dist_utils;
let mu=2.0;
let sigma=5.0;
let num_u=128;
let x_min=-20.0;
let x_max=25.0;
let norm_cf=vec![Complex::new(1.0, 1.0), Complex::new(-1.0, 1.0)];
let expectation=cf_dist_utils::get_expectation_discrete_cf(
    x_min, x_max, &norm_cf
);