Package: fastGHQuad 1.0.1
Alexander W Blocker
fastGHQuad: Fast 'Rcpp' Implementation of Gauss-Hermite Quadrature
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.
Authors:
fastGHQuad_1.0.1.tar.gz
fastGHQuad_1.0.1.tar.gz(r-4.5-noble)fastGHQuad_1.0.1.tar.gz(r-4.4-noble)
fastGHQuad_1.0.1.tgz(r-4.4-emscripten)fastGHQuad_1.0.1.tgz(r-4.3-emscripten)
fastGHQuad.pdf |fastGHQuad.html✨
fastGHQuad/json (API)
| # Install 'fastGHQuad' in R: |
| install.packages('fastGHQuad', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/awblocker/fastghquad/issues
Last updated 2 years agofrom:e60c4d61a6. Checks:OK: 2. Indexed: no.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 22 2024 |
| R-4.5-linux-x86_64 | OK | Oct 22 2024 |
Exports:aghQuadevalHermitePolyfindPolyRootsgaussHermiteDataghQuadhermitePolyCoef
Dependencies:Rcpp
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| A package for fast, numerically-stable computation of Gauss-Hermite quadrature rules | fastGHQuad-package fastGHQuad |
| Adaptive Gauss-Hermite quadrature using Laplace approximation | aghQuad |
| Evaluate Hermite polynomial at given location | evalHermitePoly |
| Find real parts of roots of polynomial | findPolyRoots |
| Compute Gauss-Hermite quadrature rule | gaussHermiteData |
| Convenience function for Gauss-Hermite quadrature | ghQuad |
| Get coefficient of Hermite polynomial | hermitePolyCoef |
