GHQ: Gaussian Hermite Quadrature with prunning In GHQp: Gauss Hermite Quadrature with pruning.

Description

This function is used to obtain quadrature points to approximate an integral

Usage

 `1` ```GHQ(n, ndim, pruning = TRUE) ```

Arguments

 `n` number of quadrature points `ndim` number of integrals or dimension problem `pruning` a logical indicating whether you want pruning approach, by default is TRUE

Value

 `nodes` nodes `weights` weights `product` product weights

Author(s)

Freddy Hernandez Barajas

References

Hernandez, F., Usuga, O. and Giampaoli, V. (2014). Improving the Adaptive Gaussian Quadrature. Journal of Statistical Software, submitting.

Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20``` ```# Comparing the number of points in a two-dimensional case require(GHQp) par(mfrow=c(2,2)) plot(GHQ(15,2,FALSE)\$nodes,pch=20,xlab='',ylab='', main='Without pruning, n=15 and q=2') plot(GHQ(15,2,TRUE)\$nodes, pch=20,xlab='',ylab='', main='With pruning, n=15 and q=2') # Comparing the number of points in a three-dimensional case require(scatterplot3d) datos <- GHQ(15,3,FALSE)\$nodes scatterplot3d(datos, type="p", highlight.3d=TRUE, angle=55, scale.y=0.7, pch=16, main='Without pruning, n=15 and q=3', cex.symbols=0.4,xlab='',ylab='',zlab='') datos <- GHQ(15,3,TRUE)\$nodes scatterplot3d(datos, type="p", highlight.3d=TRUE, angle=55, scale.y=0.7, pch=16, main='With pruning, n=15 and q=3', cex.symbols=0.4,xlab='',ylab='',zlab='') ```

Example output

```Loading required package: statmod