GHQp: Gauss Hermite Quadrature with pruning

The GHQ function can be used to obtain the quadrature points and weights to approximate an integral in two or more dimensions. This function uses the pruning approach to eliminate that points that do not contribute to the approximation of the integral and increases computational cost. The advantage to conducting this elimination of points is the decrease in the number of times that the function of interest is evaluated. This advantage is crucial in mixed models in which we must address several integrations within an iterative process to obtain model parameters.

Version: 1.0
Depends: R (≥ 2.10), statmod
Suggests: scatterplot3d
Published: 2014-04-09
Author: Freddy Hernandez Barajas
Maintainer: Freddy Hernandez Barajas <fhernanb at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: GHQp results


Reference manual: GHQp.pdf
Package source: GHQp_1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: GHQp_1.0.tgz, r-oldrel: GHQp_1.0.tgz
OS X Mavericks binaries: r-release: GHQp_1.0.tgz