laguerre_quadrature#
- assetlife.quadratures.laguerre_quadrature(func, lower_bound, args=(), deg=10)[source]#
Numerical integration of \(f(x) * exp(-x)\) over the interval \([a, \infty]\).
- Parameters:
- funcCallable
A function of the form y = func(x, a, b, c, …) taking floats or ndarrays as inputs and returning a np.float64 or an ndarray. a, b, c, … are extra arguments that must be passed in the args parameter.
- lower_boundfloat or ndarray
The lower bound of the integration.
- argsfloat or ndarray
Extra arguments used in the function call.
- degint, default is 10.
Number of sample points and weights for the quadrature
- Returns:
- outnp.float64 or np.ndarray
Notes
The function computes if y = func(x, a, b, c, …) has a compatible shape with lower_bound. Otherwise, adapt lower_bound or change func implementation.