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| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2015-07-30 15:17:00 -0400 |
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| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2015-07-30 15:17:00 -0400 |
| commit | d2e3b9cb9758b22887dfaf0118c9e3e1085e28d8 (patch) | |
| tree | e38df0cd40d2aaa982c3836d392ff86c6275e1aa /man/GHquad.Rd | |
| parent | 3cab7807e4d31a1cda940b9b3e160a1a7cf10a09 (diff) | |
| download | lossdistrib-d2e3b9cb9758b22887dfaf0118c9e3e1085e28d8.tar.gz | |
add generated docs
Diffstat (limited to 'man/GHquad.Rd')
| -rw-r--r-- | man/GHquad.Rd | 25 |
1 files changed, 25 insertions, 0 deletions
diff --git a/man/GHquad.Rd b/man/GHquad.Rd new file mode 100644 index 0000000..a72a1f2 --- /dev/null +++ b/man/GHquad.Rd @@ -0,0 +1,25 @@ +% Generated by roxygen2 (4.1.1): do not edit by hand +% Please edit documentation in R/distrib.R +\name{GHquad} +\alias{GHquad} +\title{Gauss-Hermite quadrature weights} +\usage{ +GHquad(n) +} +\arguments{ +\item{n}{Integer, the number of nodes} +} +\value{ +A list with two components: + \item{Z}{the list of nodes} + \item{w}{the corresponding weights} +} +\description{ +\code{GHquad} computes the quadrature weights for integrating against a +Gaussian distribution. +} +\details{ +if f is a function, then with(GHquad(100), crossprod(f(Z), w)) +will compute \eqn{\frac{1}{\sqrt{2\pi}}\int_-\infty^\infty f(x)e^{-\frac{x^2}{2}}\,dx}. +} + |
