Multiquad {MultBiplotR}

Multidimensional Gauss-Hermite quadrature

Description

Multidimensional Gauss-Hermite quadrature

Usage

Multiquad(nnodes, dims)

Arguments

nnodes

Number of nodes of the quadrature

dims

Dimension of the solution

Details

Multidimensional Gauss-Hermite quadrature

Value

Multidimensional Gauss-Hermite quadrature

Author(s)

Jose Luis Vicente Villardon

References

Jackel, P. (2005). A note on multivariate Gauss-Hermite quadrature. http://www.awdz65.dsl.pipex.com/ANoteOnMultivariateGaussHermiteQuadrature.pdf

Examples

Multiquad(5, 3)