mvQuad: Methods for Multivariate Quadrature

Provides methods to construct multivariate grids, which can be used for multivariate quadrature. This grids can be based on different quadrature rules like Newton-Cotes formulas (trapezoidal-, Simpson's- rule, ...) or Gauss quadrature (Gauss-Hermite, Gauss-Legendre, ...). For the construction of the multidimensional grid the product-rule or the combination- technique can be applied.

Package details

AuthorConstantin Weiser (HHU of Duesseldorf / Germany)
MaintainerConstantin Weiser <[email protected]>
Package repositoryView on CRAN
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mvQuad documentation built on May 29, 2017, 9:21 p.m.