readASCGrid: Read integration grid from file
In SparseGrid: Sparse grid integration in R

Description Usage Arguments Value Author(s) References See Also Examples

This function reads nodes and weights with the format of the .asc files available from http://www.sparse-grids.de

1	readASCGrid(filename, dimension)

`filename`	name of the file that you want to read. The extension should be included.
`dimension`	dimension of the grid that you want to read.

The return value contains a list with nodes and weights

`nodes`	matrix with a node in each row
`weights`	vector with corresponding weights

Jelmer Ypma

Florian Heiss, Viktor Winschel, Likelihood approximation by numerical integration on sparse grids, Journal of Econometrics, Volume 144, Issue 1, May 2008, Pages 62-80, http://www.sparse-grids.de

createSparseGrid createProductRuleGrid createIntegrationGrid integrate pmvnorm

# load library
library('SparseGrid')

## Not run: 
# read file (e.g. after downloading from www.sparse-grids.de)
ReadASCFile(filename='GQU_d3_l5.asc', dimension=3)

## End(Not run)