gauss.hermite: Calculate Gauss-Hermite Quadrature Points
Description
gauss.hermite
calculates the Gauss-Hermite quadrature values
for a specified number of points. From the rmutil package by Jim
Lindsey (https://www.commanster.eu/rcode.html)
Usage
gauss.hermite(points, iterlim=50)
Value
gauss.hermite
returns a two-column matrix containing the points
and their corresponding weights.
Arguments
- points
The number of points.
- iterlim
Maximum number of iterations in Newton-Raphson.