R package for fast, numerically-stable Gauss-Hermite quadrature
C++ R
Latest commit 5f6eec8 Aug 26, 2016 @awblocker committed on GitHub Merge pull request #1 from davharris/patch-1
throw an error if n<1 in gaussHermiteData
Permalink
Failed to load latest commit information.
R Merge pull request #1 from davharris/patch-1 Aug 26, 2016
man Fix !all.equal( -> !isTRUE(all.equal( in examples. Aug 13, 2014
src
.Rbuildignore Add RStudio project files and ignore rules. Aug 12, 2014
.gitignore Add .Rhistory to ignore. Aug 12, 2014
ChangeLog Update version information explicitly Dec 5, 2011
DESCRIPTION Update date and required Rcpp version. Aug 14, 2014
LICENSE Add MIT license fields. Aug 12, 2014
NAMESPACE Move documentation and NAMESPACE to roxygen. Used Rd2roxygen to autom… Aug 12, 2014
README Fix typo Dec 2, 2011
fastGHQuad.Rproj Move documentation and NAMESPACE to roxygen. Used Rd2roxygen to autom… Aug 12, 2014

README

This is an R package for fast, numerically-stable Gauss-Hermite quadrature. It
uses the Golub-Welch algorithm (implemented using a Rcpp/LAPACK interface in
compiled code) to evaluate quadrature rules with 1000+ points with numerical
stability and efficiency. It also includes convenience functions for vanilla
Gauss-Hermite quadrature and adaptive Gauss-Hermite quadrature based on Laplace
approximations (Liu and Pierce 1994, Biometrika). All methods are currently
unidimensional.

The author's website is http://www.awblocker.com