quadrature
fun quadratureGrid(components: List<ContinuousDistributionIfc>, numPoints: Int = DensityQuadrature.defaultNumQuadraturePoints): DoubleArray(source)
The quadrature abscissae for a set of components: one sub-grid per component over its own effective range, merged and de-duplicated.
A single uniform grid over the union of the ranges is unusable when the components differ by orders of magnitude in scale. The step is then set by the widest component, so a narrow one falls between abscissae and contributes nothing but its peak multiplied by that step. The result is a wrong distance rather than an obviously broken one, and clamping the Hellinger distance into its valid range afterwards hides even that.
Parameters
components
the components whose supports must be covered
num
the total number of abscissae to distribute among them