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authorGuillaume Horel <guillaume.horel@serenitascapital.com>2015-07-30 15:17:00 -0400
committerGuillaume Horel <guillaume.horel@serenitascapital.com>2015-07-30 15:17:00 -0400
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+% 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}.
+}
+