gauss.hermite {ecoreg}

Calculate Gauss-Hermite Quadrature Points

Description

gauss.hermite calculates the Gauss-Hermite quadrature values for a specified number of points. From the rmutil package by Jim Lindsey (https://www.commanster.eu/rcode.html)

Usage

gauss.hermite(points, iterlim=50)

Arguments

points

The number of points.

iterlim

Maximum number of iterations in Newton-Raphson.

Value

gauss.hermite returns a two-column matrix containing the points and their corresponding weights.

Author(s)

J.K. Lindsey

Examples

gauss.hermite(10)