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fastGHQuad (version 1.0.1)
Fast 'Rcpp' Implementation of Gauss-Hermite Quadrature
Description
Fast, numerically-stable Gauss-Hermite quadrature rules and utility functions for adaptive GH quadrature. See Liu, Q. and Pierce, D. A. (1994)
for a reference on these methods.
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Version
1.0.1
1.0
0.2
0.1-1
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Install
install.packages('fastGHQuad')
Monthly Downloads
6,994
Version
1.0.1
License
MIT + file LICENSE
Issues
0
Pull Requests
0
Stars
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Forks
6
Repository
https://github.com/awblocker/fastGHQuad
Maintainer
Alexander W Blocker
Last Published
May 5th, 2022
Functions in fastGHQuad (1.0.1)
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hermitePolyCoef
Get coefficient of Hermite polynomial
evalHermitePoly
Evaluate Hermite polynomial at given location
aghQuad
Adaptive Gauss-Hermite quadrature using Laplace approximation
findPolyRoots
Find real parts of roots of polynomial
fastGHQuad-package
A package for fast, numerically-stable computation of Gauss-Hermite quadrature rules
gaussHermiteData
Compute Gauss-Hermite quadrature rule
ghQuad
Convenience function for Gauss-Hermite quadrature