Crate fang_oost[−][src]
Functions
compute_x_range |
Function to compute the discrete X range per Fang Oosterlee (2007) @xDiscrete number of sections to parse the X domain into @xMin the minimum of the X domain @xMax the maximum of the X domain @return vector of discrete X values |
get_density | |
get_density_x | |
get_discrete_cf | |
get_expectation_discrete_extended |
Generates expectation over real domain
provided by the input "x". The "type"
of expectation is handled by the vk
function. |
get_expectation_discrete_real |
Generates expectation over real domain
provided by the input "x". The "type"
of expectation is handled by the vk
function. |
get_expectation_single_element_extended |
Generates expectation over single x. |
get_expectation_single_element_real |
Generates expectation over single x. |
get_expectation_x_extended |
Generates expectation over equal mesh
in the real domain. The "type" of
expectation is handled by the vk
function. |
get_expectation_x_real |
Generates expectation over equal mesh
in the real domain. The "type" of
expectation is handled by the vk
function. |