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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.1 |
2026-04-09 windows/windows R-4.5 | fastGHQuad_1.0.1.zip |
378.0 KiB |