Univariate integral

real univariate_integral_rk45(f, t0, t1, theta, x_r, x_i)

real univariate_integral_bdf(f, t0, t1, theta, x_r, x_i)

Based on the ODE solver capability in Stan, Torsten provides functions calculating the integral of a univariate function. The integrand function \(f\) must follow the signature

  real f(real t, real[] theta, real[] x_r, int[] x_i) {
    /* ... */
}