SparseGrid0.8.2 package

Sparse grid integration in R

createIntegrationGrid

Create integration grid with the least number of nodes, either using a...

createMonteCarloGrid

Create a multidimensional grid of nodes and weights for Monte Carlo in...

createProductRuleGrid

Create a multidimensional grid of nodes and weights for integration

createSparseGrid

Create sparse grid

readASCGrid

Read integration grid from file

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SparseGrid is a package to create sparse grids for numerical integration, based on code from www.sparse-grids.de

  • Maintainer: Jelmer Ypma
  • License: GPL
  • Last published: 2013-07-31