gauss.hermite: Calculate Gauss-Hermite Quadrature Points

In ecoreg: Ecological Regression using Aggregate and Individual Data

Description

gauss.hermite calculates the Gauss-Hermite quadrature values for a specified number of points. From the rmutil package by Jim Lindsey (https://www.commanster.eu/rcode.html)

Usage

gauss.hermite(points, iterlim=50)

Arguments

points	The number of points.
iterlim	Maximum number of iterations in Newton-Raphson.

Value

gauss.hermite returns a two-column matrix containing the points and their corresponding weights.

Author(s)

J.K. Lindsey

Examples

gauss.hermite(10)

Example output

          Points      Weights
 [1,]  4.8594628 4.310653e-06
 [2,]  3.5818235 7.580709e-04
 [3,]  2.4843258 1.911158e-02
 [4,]  1.4659891 1.354837e-01
 [5,]  0.4849357 3.446423e-01
 [6,] -0.4849357 3.446423e-01
 [7,] -1.4659891 1.354837e-01
 [8,] -2.4843258 1.911158e-02
 [9,] -3.5818235 7.580709e-04
[10,] -4.8594628 4.310653e-06

ecoreg documentation built on March 26, 2020, 7:39 p.m.