Sparse grid integration in R


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Documentation for package ‘SparseGrid’ version 0.8.2

Help Pages

createIntegrationGrid Create integration grid with the least number of nodes, either using a sparse grid or a product rule grid.
createMonteCarloGrid Create a multidimensional grid of nodes and weights for Monte Carlo integration
createProductRuleGrid Create a multidimensional grid of nodes and weights for integration
createSparseGrid Create sparse grid
readASCGrid Read integration grid from file
SparseGrid Create sparse grid