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: 1.2.0
Depends: R (≥ 3.2.0), mvtnorm, Matrix
Imports: fastGHQuad (≥ 0.2)
Suggests: testthat
Published: 2016-08-12
Author: Karel Kroeze [aut, cre], Rivka de Vries [ctb], Alwin Stegeman [ctb]
Maintainer: Karel Kroeze <k.a.kroeze at>
License: GPL-3
NeedsCompilation: no
Materials: README NEWS
CRAN checks: MultiGHQuad results


Reference manual: MultiGHQuad.pdf
Package source: MultiGHQuad_1.2.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: MultiGHQuad_1.2.0.tgz, r-oldrel: MultiGHQuad_1.2.0.tgz
Old sources: MultiGHQuad archive


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