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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}. +} + |