polyExpectation.hh

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#ifndef NPSTAT_POLYEXPECTATION_HH_
#define NPSTAT_POLYEXPECTATION_HH_
 
/*!
// \file polyExpectation.hh
//
// \brief Calculate expectation value of some polynomial w.r.t.
//        a density function
//
// Author: I. Volobouev
//
// October 2022
*/
 
#include "npstat/stat/AbsDistribution1D.hh"
 
namespace npstat {
    // Currently, "Poly" should be one of the AbsClassicalOrthoPoly1D,
    // ContOrthoPoly1D, or ScalableClassicalOrthoPoly1D classes.
    //
    // The expectation is calculated on the support interval
    // of the distribution. If this interval is different from
    // the support interval of the polynomial system, results
    // returned by this function can be substantially different
    // from the results obtained with the "extWeightAverages"
    // method of the polynomial system (with the weight set to
    // the corresponding density functor).
    //
    template<class Poly>
    double polyExpectation(const AbsDistribution1D& distro,
                           const Poly& poly,
                           unsigned degree,
                           unsigned nIntegrationPoints = 256U,
                           bool useFejerQuadrature = false);
}
 
#include "npstat/stat/polyExpectation.icc"
 
#endif // NPSTAT_POLYEXPECTATION_HH_