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mvQuad (version 1.0-2)

Methods for Multivariate Quadrature

Description

Provides methods to construct multivariate grids, which can be used for multivariate quadrature. This grids can be based on different quadrature rules like Newton-Cotes formulas (trapezoidal-, Simpson's- rule, ...) or Gauss quadrature (Gauss-Hermite, Gauss-Legendre, ...). For the construction of the multidimensional grid the product-rule or the combination- technique can be applied.

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Version

Install

install.packages('mvQuad')

Monthly Downloads

498

Version

1.0-2

License

GPL-3

Maintainer

Constantin Weiser

Last Published

November 1st, 2015

Functions in mvQuad (1.0-2)

QuadRules

nodes and weights for 1D - Gauss-Quadrature
readRule

reads a quadrature-rule from a text file
rescale (rescale.NIGrid)

moves, rescales and/or rotates a multidimensional grid.
mvQuad-package

Methods for multivariate Quadrature (numerical integration)
print (print.NIGrid)

prints characteristic information for an NIGrid-object
quadrature

computes the approximated Integral
getNodes and getWeights

get nodes and weights from an NIGrid-object
plot (plot.NIGrid)

plots an NIGrid-object
copyNIGrid

copies an NIGrid-object
size (size.NIGrid)

returns the size of an NIGrid-object
createNIGrid

creates a grid for numerical integration.