Description
Calculates the zeros and weights needed for Gauss-Hermite quadrature.
Usage
ghq(n.points = 1, modified = TRUE)
Value
A list vith components
- zeros
The zeros (abscissas).
- weights
The weights
Arguments
- n.points
Number of points.
- modified
Multiply by exp(zeros**2)? Default is TRUE.
Author
Jianming Jin, Univ. of Illinois, Urbana-Campaign
Details
Based on a Fortran 66 subroutine written by professor Jianming Jin.