fastGHQuad: Fast 'Rcpp' Implementation of Gauss-Hermite Quadrature

Fast, numerically-stable Gauss-Hermite quadrature rules and utility functions for adaptive GH quadrature. See Liu, Q. and Pierce, D. A. (1994) <doi:10.2307/2337136> for a reference on these methods.

Package details

AuthorAlexander W Blocker
MaintainerAlexander W Blocker <[email protected]>
LicenseMIT + file LICENSE
Version1.0
URL https://github.com/awblocker/fastGHQuad
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("fastGHQuad")

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fastGHQuad documentation built on Sept. 30, 2018, 5:06 p.m.