CRAN

GHQp 1.0

Gauss Hermite Quadrature with pruning.

Released Apr 9, 2014 by Freddy Hernandez Barajas

This package is available for Renjin and there are no known compatibility issues.

Dependencies

The GHQ function can be used to obtain the quadrature points and weights to approximate an integral in two or more dimensions. This function uses the pruning approach to eliminate that points that do not contribute to the approximation of the integral and increases computational cost. The advantage to conducting this elimination of points is the decrease in the number of times that the function of interest is evaluated. This advantage is crucial in mixed models in which we must address several integrations within an iterative process to obtain model parameters.

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>GHQp</artifactId>
    <version>1.0-b245</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:GHQp')

Test Results

This package was last tested against Renjin 0.9.2644 on Jun 2, 2018.

GHQ-examples

Source

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