awblocker/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.

Getting started

Package details

AuthorAlexander W Blocker
MaintainerAlexander W Blocker <[email protected]>
LicenseMIT + file LICENSE
Version1.0
URL https://github.com/awblocker/fastGHQuad
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("awblocker/fastGHQuad")
awblocker/fastGHQuad documentation built on Oct. 2, 2018, 8:03 a.m.