GHQp: Gauss Hermite Quadrature with pruning.
Version 1.0

The GHQ function can be used to obtain the quadrature points and weights to approximate an integral in two or more dimensions. This function uses the pruning approach to eliminate that points that do not contribute to the approximation of the integral and increases computational cost. The advantage to conducting this elimination of points is the decrease in the number of times that the function of interest is evaluated. This advantage is crucial in mixed models in which we must address several integrations within an iterative process to obtain model parameters.

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AuthorFreddy Hernandez Barajas
Date of publication2014-04-09 16:46:24
MaintainerFreddy Hernandez Barajas <fhernanb@gmail.com>
LicenseGPL (>= 2)
Version1.0
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("GHQp")

Man pages

GHQ: Gaussian Hermite Quadrature with prunning
GHQp-package: Gaussian Hermite Quadrature with prunning

Functions

GHQ Man page Source code
GHQp Man page
GHQp-package Man page

Files

NAMESPACE
R
R/GHQ.r
MD5
DESCRIPTION
man
man/GHQp-package.Rd
man/GHQ.Rd
GHQp documentation built on May 20, 2017, 5:03 a.m.