32 const ext::function<
Real(
Real)>& invCDF) {
35 const CumulativeNormalDistribution normalCDF;
37 for (
Size i=0,
n=x.size(); i <
n; ++i) {
38 y[i] = invCDF(normalCDF(x[i]/
sigma));
46 const ext::function<
Real(
Real)>& invCDF,
55 interpl_(
x_.begin(),
x_.end(), y_.begin()) {
generalized Gauss-Hermite integration
Inverse cumulative normal distribution function.
template class providing a null value for a given type.
const LagrangeInterpolation interpl_
Real operator()(Real u) const
StochasticCollocationInvCDF(const ext::function< Real(Real)> &invCDF, Size lagrangeOrder, Real pMax=Null< Real >(), Real pMin=Null< Real >())
Integral of a 1-dimensional function using the Gauss quadratures.
std::size_t Size
size of a container