fastGHQuad
Fast 'Rcpp' Implementation of Gauss-Hermite Quadrature
Fast, numerically-stable Gauss-Hermite quadrature rules and utility functions for adaptive GH quadrature. See Liu, Q. and Pierce, D. A. (1994) <doi:10.2307/2337136> for a reference on these methods.
Tests Vignettes
Available Snapshots
This version of fastGHQuad can be found in the following snapshots:
Dependencies
| Imports/Depends/LinkingTo/Enhances (2) |
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