Multiquad | R Documentation |
Multidimensional Gauss-Hermite quadrature
Multiquad(nnodes, dims)
nnodes |
Number of nodes of the quadrature |
dims |
Dimension of the solution |
Multidimensional Gauss-Hermite quadrature
Multidimensional Gauss-Hermite quadrature
Jose Luis Vicente Villardon
Jackel, P. (2005). A note on multivariate Gauss-Hermite quadrature. http://www.awdz65.dsl.pipex.com/ANoteOnMultivariateGaussHermiteQuadrature.pdf
Multiquad(5, 3)
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