SparseGrid: Sparse grid integration in R

SparseGrid is a package to create sparse grids for numerical integration, based on code from www.sparse-grids.de

Author
Jelmer Ypma
Date of publication
2013-07-31 18:17:53
Maintainer
Jelmer Ypma <uctpjyy@ucl.ac.uk>
License
GPL
Version
0.8.2

View on R-Forge

Man pages

createIntegrationGrid
Create integration grid with the least number of nodes,...
createMonteCarloGrid
Create a multidimensional grid of nodes and weights for Monte...
createProductRuleGrid
Create a multidimensional grid of nodes and weights for...
createSparseGrid
Create sparse grid
readASCGrid
Read integration grid from file

Files in this package

SparseGrid/CHANGELOG
SparseGrid/DESCRIPTION
SparseGrid/NAMESPACE
SparseGrid/R
SparseGrid/R/GQN.R
SparseGrid/R/GQU.R
SparseGrid/R/KPN.R
SparseGrid/R/KPU.R
SparseGrid/R/ReadASCGrid.R
SparseGrid/R/SparseGridGetSeq.R
SparseGrid/R/SparseGridKronProd.R
SparseGrid/R/createIntegrationGrid.R
SparseGrid/R/createMonteCarloGrid.R
SparseGrid/R/createProductRuleGrid.R
SparseGrid/R/createSparseGrid.R
SparseGrid/R/sortrows.R
SparseGrid/inst
SparseGrid/inst/CITATION
SparseGrid/inst/doc
SparseGrid/inst/doc/SparseGrid.R
SparseGrid/inst/doc/SparseGrid.Rnw
SparseGrid/inst/doc/SparseGrid.pdf
SparseGrid/inst/tests
SparseGrid/inst/tests/KPN_demo.R
SparseGrid/inst/tests/demo.R
SparseGrid/inst/tests/demo_userdefined.R
SparseGrid/inst/tests/test-productrulegrid.R
SparseGrid/inst/tests/test-sortrows.R
SparseGrid/inst/tests/test-sparsegrid.R
SparseGrid/inst/tests/testgrids
SparseGrid/inst/tests/testgrids/GQN_d1_l10.asc
SparseGrid/inst/tests/testgrids/GQN_d1_l5.asc
SparseGrid/inst/tests/testgrids/GQN_d2_l7.asc
SparseGrid/inst/tests/testgrids/GQN_d3_l3.asc
SparseGrid/inst/tests/testgrids/GQN_d3_l7.asc
SparseGrid/inst/tests/testgrids/GQU_d1_l14.asc
SparseGrid/inst/tests/testgrids/GQU_d2_l11.asc
SparseGrid/inst/tests/testgrids/GQU_d2_l4.asc
SparseGrid/inst/tests/testgrids/GQU_d3_l4.asc
SparseGrid/inst/tests/testgrids/KPN_d1_l3.asc
SparseGrid/inst/tests/testgrids/KPN_d1_l8.asc
SparseGrid/inst/tests/testgrids/KPN_d2_l1.asc
SparseGrid/inst/tests/testgrids/KPN_d2_l5.asc
SparseGrid/inst/tests/testgrids/KPN_d3_l8.asc
SparseGrid/inst/tests/testgrids/KPU_d1_l1.asc
SparseGrid/inst/tests/testgrids/KPU_d1_l3.asc
SparseGrid/inst/tests/testgrids/KPU_d1_l8.asc
SparseGrid/inst/tests/testgrids/KPU_d2_l9.asc
SparseGrid/inst/tests/testgrids/KPU_d3_l2.asc
SparseGrid/inst/tests/testgrids/KPU_d4_l5.asc
SparseGrid/man
SparseGrid/man/createIntegrationGrid.Rd
SparseGrid/man/createMonteCarloGrid.Rd
SparseGrid/man/createProductRuleGrid.Rd
SparseGrid/man/createSparseGrid.Rd
SparseGrid/man/readASCGrid.Rd
SparseGrid/tests
SparseGrid/tests/test-all.R
SparseGrid/vignettes
SparseGrid/vignettes/SparseGrid.Rnw
SparseGrid/vignettes/reflist.bib