fastGHQuad: Fast Rcpp implementation of Gauss-Hermite quadrature

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Fast, numerically-stable Gauss-Hermite quadrature

Author
Alexander W Blocker
Date of publication
2014-08-14 07:11:15
Maintainer
Alexander W Blocker <ablocker@gmail.com>
License
MIT + file LICENSE
Version
0.2
URLs

View on CRAN

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

Files in this package

fastGHQuad
fastGHQuad/src
fastGHQuad/src/Makevars
fastGHQuad/src/lib.h
fastGHQuad/src/lib.cpp
fastGHQuad/src/Makevars.win
fastGHQuad/NAMESPACE
fastGHQuad/R
fastGHQuad/R/integrate.R
fastGHQuad/R/lib.R
fastGHQuad/R/zzz.R
fastGHQuad/MD5
fastGHQuad/README
fastGHQuad/DESCRIPTION
fastGHQuad/ChangeLog
fastGHQuad/man
fastGHQuad/man/gaussHermiteData.Rd
fastGHQuad/man/evalHermitePoly.Rd
fastGHQuad/man/aghQuad.Rd
fastGHQuad/man/fastGHQuad-package.Rd
fastGHQuad/man/findPolyRoots.Rd
fastGHQuad/man/ghQuad.Rd
fastGHQuad/man/hermitePolyCoef.Rd
fastGHQuad/LICENSE