Karel-Kroeze/MultiGHQuad: Multidimensional Gauss-Hermite Quadrature

Uses a transformed, rotated and optionally adapted n-dimensional grid of quadrature points to calculate the numerical integral of n multivariate normal distributed parameters.

Getting started

Package details

Maintainer
LicenseGPL-3
Version1.2
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("Karel-Kroeze/MultiGHQuad")
Karel-Kroeze/MultiGHQuad documentation built on May 7, 2019, 12:28 p.m.