G.H.Quad {PCS} | R Documentation |
Performs Gauss-Hermite Quadrature for an arbitrary number of nodes. Function for use in PofCSt.
G.H.Quad(x, m)
x |
x is an m-vector upon which Gauss-Hermite Quadrature is to be applied |
m |
m is the number of nodes desired for the Gauss-Hermite Quadrature |
This function uses gauss.quad.prob in the statmod package to perform Gauss-Hermite Quadrature inside of the PofCSt function.
The result of the Gauss-Hermite Quadrature.
Jason Wilson, <jason.wilson@biola.edu>
Hildebrand, F.B. 1956. Introduction to Numerical Analysis. McGraw-Hill.