fastGHQuad: Fast Rcpp implementation of Gauss-Hermite quadrature
Version 0.2

Fast, numerically-stable Gauss-Hermite quadrature

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AuthorAlexander W Blocker
Date of publication2014-08-14 07:11:15
MaintainerAlexander W Blocker <ablocker@gmail.com>
LicenseMIT + file LICENSE
Version0.2
URL https://github.com/awblocker/fastGHQuad
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("fastGHQuad")

Man pages

aghQuad: Adaptive Gauss-Hermite quadrature using Laplace approximation
evalHermitePoly: Evaluate Hermite polynomial at given location
fastGHQuad-package: A package for fast, numerically-stable computation of...
findPolyRoots: Find real parts of roots of polynomial
gaussHermiteData: Compute Gauss-Hermite quadrature rule
ghQuad: Convenience function for Gauss-Hermite quadrature
hermitePolyCoef: Get coefficient of Hermite polynomial

Functions

aghQuad Man page Source code
evalHermitePoly Man page Source code
fastGHQuad Man page
fastGHQuad-package Man page
findPolyRoots Man page Source code
gaussHermiteData Man page Source code
ghQuad Man page Source code
hermitePolyCoef Man page Source code

Files

src
src/Makevars
src/lib.h
src/lib.cpp
src/Makevars.win
NAMESPACE
R
R/integrate.R
R/lib.R
R/zzz.R
MD5
README
DESCRIPTION
ChangeLog
man
man/gaussHermiteData.Rd
man/evalHermitePoly.Rd
man/aghQuad.Rd
man/fastGHQuad-package.Rd
man/findPolyRoots.Rd
man/ghQuad.Rd
man/hermitePolyCoef.Rd
LICENSE
fastGHQuad documentation built on May 19, 2017, 10:06 a.m.