GHQp: Gauss Hermite Quadrature with pruning.

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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.

Author
Freddy Hernandez Barajas
Date of publication
2014-04-09 16:46:24
Maintainer
Freddy Hernandez Barajas <fhernanb@gmail.com>
License
GPL (>= 2)
Version
1.0

View on CRAN

Man pages

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

Files in this package

GHQp
GHQp/NAMESPACE
GHQp/R
GHQp/R/GHQ.r
GHQp/MD5
GHQp/DESCRIPTION
GHQp/man
GHQp/man/GHQp-package.Rd
GHQp/man/GHQ.Rd