MultiGHQuad: Multidimensional Gauss-Hermite Quadrature

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]
MaintainerKarel Kroeze <[email protected]>
Package repositoryView on CRAN
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MultiGHQuad documentation built on May 2, 2019, 3:42 a.m.