Functions to perform n-dimensional numerical integration on n parameters with a multivariate normal prior distribution.

Use `init.quad`

to generate a quadrature grid, and `eval.quad`

to evaluate the integral.
Evaluation is performed with Gauss-Hermite quadrature, with a prior distribution that can be specified to any multivariate normal.
Additionally, the grid can be adapted to any multivariate normal distribution - that is known to be close(r)
to the posterior distribution under evaluation.

Karel A Kroeze, k.a.kroeze@utwente.nl

Jaeckel, P. (2005). *A note on multivariate Gauss-Hermite quadrature*. London: ABN-Amro. Retrieved from http://www.pjaeckel.webspace.virginmedia.com/ANoteOnMultivariateGaussHermiteQuadrature.pdf

Bock, R. D., & Mislevy, R. J. (1982). Adaptive EAP Estimation of Ability in a Microcomputer Environment. *Applied Psychological Measurement, 6*(4), 431-444. http://doi.org/10.1177/014662168200600405

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.