fastGHQuad: Fast 'Rcpp' Implementation of Gauss-Hermite Quadrature

Fast, numerically-stable Gauss-Hermite quadrature rules and utility functions for adaptive GH quadrature. See Liu, Q. and Pierce, D. A. (1994) <doi:10.2307/2337136> for a reference on these methods.

Version: 1.0.1
Depends: Rcpp (≥ 0.11.0)
LinkingTo: Rcpp
Published: 2022-05-05
DOI: 10.32614/CRAN.package.fastGHQuad
Author: Alexander W Blocker
Maintainer: Alexander W Blocker <ablocker at>
License: MIT + file LICENSE
NeedsCompilation: yes
Materials: ChangeLog
In views: NumericalMathematics
CRAN checks: fastGHQuad results


Reference manual: fastGHQuad.pdf


Package source: fastGHQuad_1.0.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): fastGHQuad_1.0.1.tgz, r-oldrel (arm64): fastGHQuad_1.0.1.tgz, r-release (x86_64): fastGHQuad_1.0.1.tgz, r-oldrel (x86_64): fastGHQuad_1.0.1.tgz
Old sources: fastGHQuad archive

Reverse dependencies:

Reverse imports: binaryMM, irtreliability, lamle, lavacreg, metaplus, mixAK, modsem, randomLCA, robmixglm, robustlmm, rstpm2, semicmprskcoxmsm, sfaR, SIMICO
Reverse suggests: mlr3mbo


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