Function fang_oost::get_expectation_discrete_real [−][src]
pub fn get_expectation_discrete_real<T, U>(
num_u: usize,
x: &Vec<f64>,
fn_inv: T,
vk: U
) -> Vec<f64> where
T: Fn(&Complex<f64>) -> Complex<f64> + Sync + Send,
U: Fn(f64, f64, usize) -> f64 + Sync + Send,
Generates expectation over real domain
provided by the input "x". The "type"
of expectation is handled by the vk
function.
@num_u Number of discrete steps in
the complex domain.
@x Vector of elements in real domain.
@fn_inv Characteristic function.
@vk Function which controls what kind
of expectation (the integrand).