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 