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mvQuad (version 1.0-3)
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.