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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 gmail.com>
License: MIT + file LICENSE
URL: https://github.com/awblocker/fastGHQuad
NeedsCompilation: yes
Materials: ChangeLog
In views: NumericalMathematics
CRAN checks: fastGHQuad results

Documentation:

Reference manual: fastGHQuad.pdf

Downloads:

Package source: fastGHQuad_1.0.1.tar.gz
Windows binaries: r-devel: fastGHQuad_1.0.1.zip, r-release: fastGHQuad_1.0.1.zip, r-oldrel: fastGHQuad_1.0.1.zip
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

Linking:

Please use the canonical form https://CRAN.R-project.org/package=fastGHQuad to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.