MultiGHQuad
Multidimensional Gauss-Hermite Quadrature

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MultiGHQuad: Multidimensional Gauss-Hermite Quadrature
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Multidimensional Gauss-Hermite Quadrature

eval.quadEvaluation of multivariate normal distributed expectations
init.quadQ-dimensional grid of quadrature points.
MultiGHQuad-packageMultidimensional Gauss-Hermite Quadrature
MultiGHQuad documentation built on May 2, 2019, 3:42 a.m.

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