Description Usage Arguments Value Author(s) References See Also Examples
This function reads nodes and weights with the format of the .asc
files available from http://www.sparse-grids.de
1 | readASCGrid(filename, dimension)
|
filename |
name of the file that you want to read. The extension should be included. |
dimension |
dimension of the grid that you want to read. |
The return value contains a list with nodes and weights
nodes |
matrix with a node in each row |
weights |
vector with corresponding weights |
Jelmer Ypma
Florian Heiss, Viktor Winschel, Likelihood approximation by numerical integration on sparse grids, Journal of Econometrics, Volume 144, Issue 1, May 2008, Pages 62-80, http://www.sparse-grids.de
createSparseGrid
createProductRuleGrid
createIntegrationGrid
integrate
pmvnorm
1 2 3 4 5 6 7 8 | # load library
library('SparseGrid')
## Not run:
# read file (e.g. after downloading from www.sparse-grids.de)
ReadASCFile(filename='GQU_d3_l5.asc', dimension=3)
## End(Not run)
|
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