Description Usage Arguments Details Value Author(s) References See Also

Performs Gauss-Hermite Quadrature for an arbitrary number of nodes. Function for use in PofCSt.

1 | ```
G.H.Quad(x, m)
``` |

`x` |
is an m-vector upon which Gauss-Hermite Quadrature is to be applied |

`m` |
is the number of nodes desired for the Gauss-Hermite Quadrature |

This function uses gauss.quad.prob in the statmod package to perform Gauss-Hermite Quadrature inside of the PofCSt function.

The result of the Gauss-Hermite Quadrature.

Jason Wilson, <jason.wilson@biola.edu>

Hildebrand, F.B. 1956. Introduction to Numerical Analysis. McGraw-Hill.

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