gq_points_weights: Gaussian Quadrature points and weights

In sebastianueckert/funsu: Collection of Useful Functions

Description

The function returns the grid points and weights for the calculation of means (or variances) of a function w.r.t. a normal distribution.

Usage

gq_points_weights(dimensions = 1, mu = rep(0, dimensions),
  sigma = diag(1, dimensions), settings = settings.gq())

Arguments

dimensions	Number of dimensions
mu	Mean of the normal distribution
sigma	Variance covariance matrix of the normal distribution
settings	Settings

Value

List with entries weights and grid_points

Examples

# points and weights for 2 dimensional integration with 3 grid points per dimension
gq_points_weights(2, settings = settings.gq(quad_points = 3))

sebastianueckert/funsu documentation built on Nov. 5, 2019, 8:48 a.m.