MultiGHQuad: Multidimensional Gauss-Hermite Quadrature

Uses a transformed, rotated and optionally adapted n-dimensional grid of quadrature points to calculate the numerical integral of n multivariate normal distributed parameters.

Version: 1.0
Depends: R (≥ 3.2.2)
Imports: fastGHQuad (≥ 0.2)
Suggests: testthat
Published: 2015-09-23
Author: Karel Kroeze
Maintainer: Karel Kroeze <k.a.kroeze at utwente.nl>
License: GPL-3
NeedsCompilation: no
Materials: README
CRAN checks: MultiGHQuad results

Downloads:

Reference manual: MultiGHQuad.pdf
Package source: MultiGHQuad_1.0.tar.gz
Windows binaries: r-devel: MultiGHQuad_1.0.zip, r-release: MultiGHQuad_1.0.zip, r-oldrel: not available
OS X Snow Leopard binaries: r-release: not available, r-oldrel: not available
OS X Mavericks binaries: r-release: MultiGHQuad_1.0.tgz