gauss.quad {gss}R Documentation

Generating Gauss-Legendre Quadrature

Description

Generate Gauss-Legendre quadratures using the FORTRAN routine gaussq.f found at NETLIB.

Usage

gauss.quad(size,interval)

Arguments

size Size of quadrature.
interval Interval to be covered.

Value

gauss.quad returns a list object with the following components.

pt Quadrature nodes.
wt Quadrature weights.

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