MultiGHQuad (1.2.0)

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Multidimensional Gauss-Hermite Quadrature.

Uses a transformed, rotated and optionally adapted n-dimensional grid of quadrature points to calculate the numerical integral of n multivariate normal distributed parameters.

Maintainer: Karel Kroeze
Author(s): Karel Kroeze [aut, cre], Rivka de Vries [ctb], Alwin Stegeman [ctb]

License: GPL-3

Uses: fastGHQuad, Matrix, mvtnorm, testthat

Released over 3 years ago.

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