mgauss_hermite: Nodes and weights for multivariate Gauss - Hermite...

In IvonneMartin/JMoverCat:

Description

Nodes and weights for multivariate Gauss - Hermite quadratures

Usage

mgauss_hermite(n, mu, sigma)

Arguments

n	the number of quadratures
mu	mean vector.
sigma	covariance matrix

Value

a set of points and nodes of multivariate Gauss-Hermite quadratures corresponding to the mean vector mu and sigma

Examples

Sigma <- cbind(c(1.5,-0.6),c(-0.6,4))
mgauss_hermite(n = 3, mu = c(1.5,0), sigma = Sigma)

IvonneMartin/JMoverCat documentation built on July 21, 2020, 12:12 a.m.