Re: [R] gauss.hermite?

About this list Date view Thread view Subject view Author view Attachment view

From: Tamas Papp (tpapp@axelero.hu)
Date: Fri 28 May 2004 - 18:26:09 EST


Message-id: <20040528082609.GA840@localhost>

On Fri, May 28, 2004 at 09:04:53AM +0200, Dimitris Rizopoulos wrote:
> Dear Spencer,
>
> In Dr. Gray's course notes for Advanced Statistical Computing
> (Appendix of Chapter 6) there are some functions for computing
> abscissas and corresponding weights for several Gaussian integration
> rules:
>
> http://icommons.harvard.edu/~hsph-bio248-01/Lecture_Notes/

Also have a look at

@Book{judd98,
  author = {Judd, Kenneth L},
  title = {Numerical methods in economics},
  publisher = {MIT Press},
  year = 1998
}

especially one of the early chapters ("integration" is in its title,
but I don't have the book at the moment), which covers theory and
practice of numerical integration and quadrature rules.

Implementing these in R has been on my TODO list for a while, so I
would be happy to cooperate on this (but only in July or later).

Best,

Tamas

-- 
Tamás K. Papp
E-mail: tpapp@axelero.hu
Please try to send only (latin-2) plain text, not HTML or other garbage.

______________________________________________ R-help@stat.math.ethz.ch mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html


About this list Date view Thread view Subject view Author view Attachment view

This archive was generated by hypermail 2.1.3 : Mon 31 May 2004 - 23:05:13 EST