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