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# Copyright (C) 2011 Jelmer Ypma. All Rights Reserved.
# This code is published under the GPL.
#
# File: demo_userdefined.R
# Author: Jelmer Ypma
# Date: 31 March 2011
#
# This example shows how to use a user-defined function
# to create a sparse grid, and shows what can go wrong
library('SparseGrid') # USES createSparseGrid
require('statmod') # USES guass.quad
ghq <- function(n)
{
grid <- gauss.quad( n, 'hermite' )
return(
list(
"nodes" = grid$nodes * sqrt(2),
"weights" = grid$weights / sqrt(pi)
)
)
}
ghq.symmetric <- function(n)
{
grid <- gauss.quad( n, 'hermite' )
select.positive <- grid$nodes >= 0
return(
list(
"nodes" = grid$nodes[ select.positive ] * sqrt(2),
"weights" = grid$weights[ select.positive ] / sqrt(pi)
)
)
}
#
res1a <- createSparseGrid(ghq, 1, 5)
res1b <- createSparseGrid(ghq.symmetric, 1, 5, sym=TRUE) # misses one node, which is wrong
res1c <- createSparseGrid('GQN', 1, 5)
# there is a duplicate node in res2a, because of rounding errors
#
res2a <- createSparseGrid(ghq, 2, 3) # has one duplicate node, which is slightly inefficient
res2b <- createSparseGrid(ghq.symmetric, 2, 3, sym=TRUE) # misses one node, which is wrong
res2c <- createSparseGrid('GQN', 2, 3)
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