code: def gen_tau(S, K, delta):
      
      pivot = floor(K/S)
      return [S/K * 1/d for d in range(1, pivot)] \
              + [S/K * log(S/delta)] \
              + [0 for d in range(pivot, K)]
docs: The Robust part of the RSD, we precompute an
      array for speed