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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

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)

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