sirt (version 1.5-0)

qmc.nodes: Calculation of Quasi Monte Carlo Integration Points

Description

This function calculates integration nodes based on the multivariate standard normal distribution.

Usage

qmc.nodes(snodes, ndim)

Arguments

snodes

Number of integration nodes

ndim

Number of dimensions

Value

• theta
  A matrix of integration points

References

Pan, J., & Thompson, R. (2007). Quasi-Monte Carlo estimation in generalized linear mixed models. Computational Statistics & Data Analysis, 51, 5765-5775.

Examples

## some toy examples

# 5 nodes on one dimension
qmc.nodes( snodes=5 , ndim=1 )
  ##            [,1]
  ## [1,]  0.0000000
  ## [2,] -0.3863753
  ## [3,]  0.8409238
  ## [4,] -0.8426682
  ## [5,]  0.3850568

# 7 nodes on two dimensions
qmc.nodes( snodes =7 , ndim=2 )
  ##             [,1]        [,2]
  ## [1,]  0.00000000 -0.43072730
  ## [2,] -0.38637529  0.79736332
  ## [3,]  0.84092380 -1.73230641
  ## [4,] -0.84266815 -0.03840544
  ## [5,]  0.38505683  1.51466109
  ## [6,] -0.00122394 -0.86704605
  ## [7,]  1.35539115  0.33491073