CRAN/E | fastGHQuad

fastGHQuad

Fast 'Rcpp' Implementation of Gauss-Hermite Quadrature

Installation

About

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.

github.com/awblocker/fastGHQuad

Key Metrics

Version 1.0.1
Published 2022-05-05 724 days ago
Needs compilation? yes
License MIT
License File
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Maintainer

Maintainer

Alexander W Blocker

ablocker@gmail.com

Authors

Alexander W Blocker

Material

ChangeLog
Reference manual
Package source

In Views

NumericalMathematics

macOS

r-release

arm64

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arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

fastGHQuad archive

Depends

Rcpp ≥ 0.11.0

LinkingTo

Rcpp

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