Function fang_oost::get_discrete_cf

pub fn get_discrete_cf<T>(
    num_u: usize, 
    x_min: f64, 
    x_max: f64, 
    fn_inv: T
) -> Vec<Complex<f64>> where
    T: Fn(&Complex<f64>) -> Complex<f64> + Sync + Send, 

Returns discretized characteristic function given an analytical characteristic function

Examples

extern crate num_complex;
use num_complex::Complex;
extern crate fang_oost;
let mu = 2.0;
let sigma:f64 = 5.0;
let num_u = 256;
let x_min = -20.0;
let x_max = 25.0;
let norm_cf = |u:&Complex<f64>|(u*mu+0.5*u*u*sigma*sigma).exp();
let discrete_cf = fang_oost::get_discrete_cf(
    num_u, x_min, x_max, &norm_cf
);