fastGHQuad
cranv1.0.1Fast '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.
License MIT + file LICENSE0 versions1 maintainers1 deps5,134 weekly dl
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curl https://depscope.dev/api/check/cran/fastGHQuadFirst published · 2022-05-06 00:44:31
Last updated · 2022-05-05T22:30:04+00:00