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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.
Getting started
Browse package contents
Package details |
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| Author | Alexander W Blocker |
| Maintainer | Alexander W Blocker <ablocker@gmail.com> |
| License | MIT + file LICENSE |
| Version | 1.0.1 |
| URL | https://github.com/awblocker/fastGHQuad |
| Package repository | View on CRAN |
| Installation |
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