| // Copyright ©2015 The gonum Authors. All rights reserved. |
| // Use of this source code is governed by a BSD-style |
| // license that can be found in the LICENSE file. |
| |
| package quad_test |
| |
| import ( |
| "fmt" |
| "math" |
| "runtime" |
| |
| "gonum.org/v1/gonum/integrate/quad" |
| "gonum.org/v1/gonum/stat/distuv" |
| ) |
| |
| func Example() { |
| fmt.Println("Evaluate the expected value of x^2 + 3 under a Weibull distribution") |
| f := func(x float64) float64 { |
| d := distuv.Weibull{Lambda: 1, K: 1.5} |
| return (x*x + 3) * d.Prob(x) |
| } |
| ev := quad.Fixed(f, 0, math.Inf(1), 10, nil, 0) |
| fmt.Printf("EV with 10 points = %0.6v\n", ev) |
| |
| ev = quad.Fixed(f, 0, math.Inf(1), 30, nil, 0) |
| fmt.Printf("EV with 30 points = %0.6v\n", ev) |
| |
| ev = quad.Fixed(f, 0, math.Inf(1), 100, nil, 0) |
| fmt.Printf("EV with 100 points = %0.6v\n", ev) |
| |
| ev = quad.Fixed(f, 0, math.Inf(1), 10000, nil, 0) |
| fmt.Printf("EV with 10000 points = %0.6v\n\n", ev) |
| |
| fmt.Println("Estimate using parallel evaluations of f.") |
| concurrent := runtime.GOMAXPROCS(0) |
| ev = quad.Fixed(f, 0, math.Inf(1), 100, nil, concurrent) |
| fmt.Printf("EV = %0.6v\n", ev) |
| // Output: |
| // Evaluate the expected value of x^2 + 3 under a Weibull distribution |
| // EV with 10 points = 4.20175 |
| // EV with 30 points = 4.19066 |
| // EV with 100 points = 4.19064 |
| // EV with 10000 points = 4.19064 |
| // |
| // Estimate using parallel evaluations of f. |
| // EV = 4.19064 |
| } |
