MultiGHQuad: Multidimensional Gauss-Hermite Quadrature
Version 1.2.0

Uses a transformed, rotated and optionally adapted n-dimensional grid of quadrature points to calculate the numerical integral of n multivariate normal distributed parameters.

Package details

AuthorKarel Kroeze [aut, cre], Rivka de Vries [ctb], Alwin Stegeman [ctb]
Date of publication2016-08-12 12:47:57
MaintainerKarel Kroeze <k.a.kroeze@utwente.nl>
LicenseGPL-3
Version1.2.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("MultiGHQuad")

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MultiGHQuad documentation built on May 29, 2017, 5:15 p.m.