Is there analogy of boost compute function in Thrust?

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I wonder if there is an analog to boost compute Function (http://www.boost.org/doc/libs/1_61_0/libs/compute/doc/html/boost_compute/advanced_topics.html#boost_compute.advanced_topics.custom_functions ) that turns into kernel and can be created as embedded inline code that turns into a kernel?

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In thrust, you can use function/functor with __device__ qualifier. An example of vector operation saxpy is shown in the link, where you could find the functor saxpy_functor

http://docs.nvidia.com/cuda/thrust/#transformations

Similar to boost::compute, you could also use thrust lambda expression as

thrust::transform(X.begin(), X.end(), Y.begin(), Y.begin(), A * _1 + _2);

or more standard C++ lambda expression as shown by @RobertCrovella.