Fast 'Rcpp' Implementation of Gauss-Hermite Quadrature

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Documentation for package ‘fastGHQuad’ version 1.0.1

• DESCRIPTION file.

Help Pages

fastGHQuad-package	A package for fast, numerically-stable computation of Gauss-Hermite quadrature rules
aghQuad	Adaptive Gauss-Hermite quadrature using Laplace approximation
evalHermitePoly	Evaluate Hermite polynomial at given location
fastGHQuad	A package for fast, numerically-stable computation of Gauss-Hermite quadrature rules
findPolyRoots	Find real parts of roots of polynomial
gaussHermiteData	Compute Gauss-Hermite quadrature rule
ghQuad	Convenience function for Gauss-Hermite quadrature
hermitePolyCoef	Get coefficient of Hermite polynomial