createLocScaleGrid {bisque} | R Documentation |
Enhances mvQuad::createNIGrid by shifting and scaling a sparse integration grid, and evaluating the weight function at each of the grid nodes.
createLocScaleGrid( mu = 0, prec = 1, level = 2, quadError = FALSE, prec.chol = chol(prec) )
mu |
location at which grid should be centered |
prec |
"precision matrix" associated with the integration grid. When
building a sparse integration grid for a density, |
level |
accuracy level. This is typically number of grid points for the underlying 1D quadrature rule. [description from mvQuad::createNIGrid] |
quadError |
provide additional information about the grid points and
integration weights for the quadrature rule with |
prec.chol |
Upper-triangular Cholesky decomposition of precision matrix. |
mvQuad::createNIGrid
g = createLocScaleGrid(mu = c(1,0), prec = diag(c(1,.5)), level = 2 )