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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

VersionRepositoryFileSize
1.0.1 rolling linux/jammy R-4.5 fastGHQuad_1.0.1.tar.gz 51.9 KiB
1.0.1 rolling linux/noble R-4.5 fastGHQuad_1.0.1.tar.gz 52.6 KiB
1.0.1 rolling source/ R- fastGHQuad_1.0.1.tar.gz 9.8 KiB
1.0.1 latest linux/jammy R-4.5 fastGHQuad_1.0.1.tar.gz 51.9 KiB
1.0.1 latest linux/noble R-4.5 fastGHQuad_1.0.1.tar.gz 52.6 KiB
1.0.1 latest source/ R- fastGHQuad_1.0.1.tar.gz 9.8 KiB
1.0.1 2026-04-26 source/ R- fastGHQuad_1.0.1.tar.gz 9.8 KiB
1.0.1 2026-04-23 source/ R- fastGHQuad_1.0.1.tar.gz 9.8 KiB
1.0.1 2026-04-09 windows/windows R-4.5 fastGHQuad_1.0.1.zip 378.0 KiB
1.0.1 2025-04-20 source/ R- fastGHQuad_1.0.1.tar.gz 9.8 KiB

Dependencies (latest)

Depends

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