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mvQuad (version 1.0-4)
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.