% Generated by roxygen2 (4.0.1): do not edit by hand
\docType{package}
\name{fastGHQuad-package}
\alias{fastGHQuad}
\alias{fastGHQuad-package}
\title{A package for fast, numerically-stable computation of Gauss-Hermite
quadrature rules}
\description{
This package provides functions to compute Gauss-Hermite quadrature rules
very quickly with a higher degree of numerical stability (tested up to 2000
nodes).
}
\details{
It also provides function for adaptive Gauss-Hermite quadrature, extending
Laplace approximations (as in Liu & Pierce 1994).

\tabular{ll}{ Package: \tab fastGHQuad\cr Type: \tab Package\cr License:
\tab MIT \cr LazyLoad: \tab yes\cr }
}
\examples{
# Get quadrature rule
rule <- gaussHermiteData(1000)

# Find a normalizing constant
g <- function(x) 1/(1+x^2/10)^(11/2) # t distribution with 10 df
aghQuad(g, 0, 1.1, rule)
# actual is
1/dt(0,10)

# Find an expectation
g <- function(x) x^2*dt(x,10) # t distribution with 10 df
aghQuad(g, 0, 1.1, rule)
# actual is 1.25
}
\author{
Alexander W Blocker

Maintainer: Alexander W Blocker <ablocker@gmail.com>
}
\references{
Golub, G. H. and Welsch, J. H. (1969). Calculation of Gauss
Quadrature Rules. Mathematics of Computation 23 (106): 221-230.

Liu, Q. and Pierce, D. A. (1994). A Note on Gauss-Hermite Quadrature.
Biometrika, 81(3) 624-629.
}
\seealso{
\code{\link{gaussHermiteData}}, \code{\link{aghQuad}},
\code{\link{ghQuad}}
}
\keyword{package}

