Function rv::misc::quad

pub fn quad<F>(func: F, a: f64, b: f64) -> f64 where
    F: Fn(f64) -> f64, 

Adaptive Simpson’s quadrature

Example

Integrate f: x² over the interval [0, 1].

use rv::misc::quad;

let func = |x: f64| x.powi(2);
let q = quad(func, 0.0, 1.0);

assert!((q - 1.0/3.0).abs() < 1E-8);