fastGHQuad

Fast 'Rcpp' Implementation of Gauss-Hermite Quadrature

CRAN Package

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.

  • Version1.0.1
  • R versionunknown
  • LicenseMIT
  • Needs compilation?Yes
  • Last release05/05/2022

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  • Reverse Imports14 packages
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