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simpson_integrate

copula_core::numerical

Function simpson_integrate 

Source 
pub fn simpson_integrate<F>(f: F, a: f64, b: f64, n: usize) -> f64
where
    F: Fn(f64) -> f64,
Expand description

Numerical integration using Simpson’s rule.

§Arguments

  • f - The function to integrate
  • a - Lower bound of integration
  • b - Upper bound of integration
  • n - Number of subintervals (must be even)

§Returns

Approximate value of ∫_a^b f(x) dx

§Panics

Panics if n is not even