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 <>
LicenseMIT + file LICENSE
Package repositoryView on CRAN
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fastGHQuad documentation built on May 2, 2019, 3:29 p.m.