gaussian_quad

gauss_hermite

Computes the node and the weights for the Gauss-Hermite quadrature (integral on the whole real line)

Functions, data sets and examples for the book: Yves Croissant (2025) "Microeconometrics with R", Chapman and Hall/CRC The R Series <doi:10.1201/9781003100263>. The package includes a set of estimators for models used in microeconometrics, especially for count data and limited dependent variables. Test functions include score test, Hausman test, Vuong test, Sargan test and conditional moment test. A small subset of the data set used in the book is also included.

Yves Croissant

micsr

Microeconometrics with R

gaussian_quad function

<dl><dt>N</dt>
<dd>the number of evaluations</dd></dl>

Arguments

Gauss-Hermitte quadrature — gaussian_quad

<dl>

<dt>N</dt>
<dd>the number of evaluations</dd>

</dl>

gaussian_quad: Gauss-Hermitte quadrature

Description

Usage

Value

Arguments