IntegrableFunction

scirs2_stats::advanced_parallel_monte_carlo

Trait IntegrableFunction 

Source 
pub trait IntegrableFunction<F>: Send + Sync
where
    F: Float + Copy + Display,
{
    // Required methods
    fn evaluate(&self, x: &ArrayView1<'_, F>) -> F;
    fn dimension(&self) -> usize;
    fn bounds(&self) -> (Array1<F>, Array1<F>);

    // Provided methods
    fn importance_density(&self, x: &ArrayView1<'_, F>) -> Option<F> { ... }
    fn control_variate(&self, x: &ArrayView1<'_, F>) -> Option<F> { ... }
}
Expand description

Trait for functions to integrate

Required Methods§

Source

fn evaluate(&self, x: &ArrayView1<'_, F>) -> F

Evaluate function at given point

Source

fn dimension(&self) -> usize

Get integration domain dimension

Source

fn bounds(&self) -> (Array1<F>, Array1<F>)

Get integration bounds (lower, upper)

Provided Methods§

Source

fn importance_density(&self, x: &ArrayView1<'_, F>) -> Option<F>

Provide importance sampling density (optional)

Source

fn control_variate(&self, x: &ArrayView1<'_, F>) -> Option<F>

Provide control variate function (optional)

Implementors§