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fastGHQuad  

Fast 'Rcpp' Implementation of Gauss-Hermite Quadrature
View on CRAN: Click here


Download and install fastGHQuad package within the R console
Install from CRAN:
install.packages("fastGHQuad")

Install from Github:
library("remotes")
install_github("cran/fastGHQuad")

Install by package version:
library("remotes")
install_version("fastGHQuad", "1.0.1")



Attach the package and use:
library("fastGHQuad")
Maintained by
Alexander W Blocker
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2011-12-03
Latest Update: 2022-05-05
Description:
Fast, numerically-stable Gauss-Hermite quadrature rules and utility functions for adaptive GH quadrature. See Liu, Q. and Pierce, D. A. (1994) for a reference on these methods.
How to cite:
Alexander W Blocker (2011). fastGHQuad: Fast 'Rcpp' Implementation of Gauss-Hermite Quadrature. R package version 1.0.1, https://cran.r-project.org/web/packages/fastGHQuad. Accessed 21 Jul. 2026.
Previous versions and publish date:
(2026-07-09 07:37), 0.1-1 (2011-12-05 19:56), 0.1 (2011-12-03 16:52), 0.2 (2014-08-14 07:11), 1.0 (2018-09-30 15:10)
Other packages that cited fastGHQuad R package
View fastGHQuad citation profile
Other R packages that fastGHQuad depends, imports, suggests or enhances
Complete documentation for fastGHQuad
Functions, R codes and Examples using the fastGHQuad R package
Some associated functions: aghQuad . evalHermitePoly . fastGHQuad-package . findPolyRoots . gaussHermiteData . ghQuad . hermitePolyCoef . 
Some associated R codes: integrate.R . lib.R . zzz.R .  Full fastGHQuad package functions and examples
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