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fastGHQuad (version 1.0.1)

Fast 'Rcpp' Implementation of Gauss-Hermite Quadrature

Description

Fast, numerically-stable Gauss-Hermite quadrature rules and utility functions for adaptive GH quadrature. See Liu, Q. and Pierce, D. A. (1994) for a reference on these methods.

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Install

install.packages('fastGHQuad')

Monthly Downloads

6,850

Version

1.0.1

License

MIT + file LICENSE

Issues

0

Pull Requests

0

Stars

9

Forks

6

Maintainer

Alexander W Blocker

Last Published

May 5th, 2022

Functions in fastGHQuad (1.0.1)

hermitePolyCoef

Get coefficient of Hermite polynomial
evalHermitePoly

Evaluate Hermite polynomial at given location
aghQuad

Adaptive Gauss-Hermite quadrature using Laplace approximation
findPolyRoots

Find real parts of roots of polynomial
fastGHQuad-package

A package for fast, numerically-stable computation of Gauss-Hermite quadrature rules
gaussHermiteData

Compute Gauss-Hermite quadrature rule
ghQuad

Convenience function for Gauss-Hermite quadrature