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SparseGrid (version 0.8.2)
Sparse grid integration in R
Description
SparseGrid is a package to create sparse grids for numerical integration, based on code from www.sparse-grids.de
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Version
Version
0.8.2
0.8.1
0.8.0
Install
install.packages('SparseGrid')
Monthly Downloads
1,122
Version
0.8.2
License
GPL
Maintainer
Jelmer Ypma
Last Published
July 31st, 2013
Functions in SparseGrid (0.8.2)
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createIntegrationGrid
Create integration grid with the least number of nodes, either using a sparse grid or a product rule grid.
createSparseGrid
Create sparse grid
readASCGrid
Read integration grid from file
createProductRuleGrid
Create a multidimensional grid of nodes and weights for integration
createMonteCarloGrid
Create a multidimensional grid of nodes and weights for Monte Carlo integration