gridpts

Function gridpts 

Source
pub fn gridpts(
    r: usize,
    mu: f64,
    a: f64,
    b: f64,
) -> Result<IntegrationGrid, IntegrationError>
Expand description

Construct Simpson’s rule grid points for canonical normal integration.

§Errors

Returns IntegrationError::InvalidStencil when r < 2 and IntegrationError::NonIncreasingBounds when the truncation interval does not satisfy a < b.

§Examples

use gsdesign::{gridpts, IntegrationError};

let grid = gridpts(5, 0.5, -2.0, 2.0)?;
assert_eq!(grid.points.len(), grid.weights.len());
assert!(grid.weights.iter().all(|w| *w >= 0.0));