readASCGrid {SparseGrid}

Read integration grid from file

Description

This function reads nodes and weights with the format of the .asc files available from http://www.sparse-grids.de

Usage

readASCGrid(filename, dimension)

Arguments

filename

name of the file that you want to read. The extension should be included.

dimension

dimension of the grid that you want to read.

Value

The return value contains a list with nodes and weights

nodes

matrix with a node in each row

weights

vector with corresponding weights

Author(s)

Jelmer Ypma

References

Florian Heiss, Viktor Winschel, Likelihood approximation by numerical integration on sparse grids, Journal of Econometrics, Volume 144, Issue 1, May 2008, Pages 62-80, http://www.sparse-grids.de

See Also

createSparseGrid createProductRuleGrid createIntegrationGrid integrate pmvnorm

Examples

# load library
library('SparseGrid')

## Not run: 
# read file (e.g. after downloading from www.sparse-grids.de)
ReadASCFile(filename='GQU_d3_l5.asc', dimension=3)

## End(Not run)