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.

Author
Karel Kroeze [aut, cre], Rivka de Vries [ctb], Alwin Stegeman [ctb]
Date of publication
2016-08-12 12:47:57
Maintainer
Karel Kroeze <k.a.kroeze@utwente.nl>
License
GPL-3
Version
1.2.0

View on CRAN

Man pages

eval.quad
Evaluation of multivariate normal distributed expectations
init.quad
Q-dimensional grid of quadrature points.
MultiGHQuad-package
Multidimensional Gauss-Hermite Quadrature

Files in this package

MultiGHQuad
MultiGHQuad/tests
MultiGHQuad/tests/testthat.R
MultiGHQuad/tests/testthat
MultiGHQuad/tests/testthat/test_generate_quadpoints.R
MultiGHQuad/tests/testthat/test_evaluate.R
MultiGHQuad/NAMESPACE
MultiGHQuad/NEWS
MultiGHQuad/R
MultiGHQuad/R/evaluate.R
MultiGHQuad/R/package-docs.R
MultiGHQuad/R/initiate.R
MultiGHQuad/README.md
MultiGHQuad/MD5
MultiGHQuad/DESCRIPTION
MultiGHQuad/man
MultiGHQuad/man/MultiGHQuad-package.Rd
MultiGHQuad/man/init.quad.Rd
MultiGHQuad/man/eval.quad.Rd