Function stochastic_collocation 

pub fn stochastic_collocation(
    n_dims: usize,
    order: usize,
    model: &dyn Fn(&[f64]) -> f64,
) -> (f64, f64)

Compute mean and variance of a model via tensor-product stochastic collocation.

Integrates E[Y] and E[Y²] using Gauss-Hermite quadrature for Gaussian inputs.

Arguments

• n_dims - Number of independent Gaussian inputs.
• order - Gauss-Hermite quadrature order per dimension (1–5).
• model - Model on standardised Gaussian inputs.