gauss.hermite {rmutil}R Documentation

Calculate Gauss-Hermite Quadrature Points

Description

gauss.hermite calculates the Gauss-Hermite quadrature values for a specified number of points.

Usage

gauss.hermite(points, iterlim=10)

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)

[Package rmutil version 1.0 Index]