Function fang_oost::get_expectation_single_element_real

pub fn get_expectation_single_element_real<'a, U>(
    x_min: f64, 
    x_max: f64, 
    x: f64, 
    fn_inv_discrete: &[Complex<f64>], 
    vk: U
) -> f64 where
    U: Fn(f64, f64, usize) -> f64 + Sync + Send + 'a, 

Returns expectation at point supplied by the user

Remarks

The endpoints of the vector should have a large enough domain for accuracy.
The "type" of the expectation is handled by the vk function.

Examples

extern crate num_complex;
extern crate fang_oost;
use num_complex::Complex;
let x_min = -20.0;
let x_max = 25.0;
let x = 3.0;
let mu=2.0;
let sigma:f64=5.0;
let num_u=128;
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);
let result=fang_oost::get_expectation_single_element_real(
   x_min, x_max, x, &discrete_cf, 
    |u_im, x, k|{
        if k==0{x-x_min} else { ((x-x_min)*u_im).sin()/u_im }
    }
);