Fast 'Rcpp' Implementation of Gauss-Hermite Quadrature
Adaptive Gauss-Hermite quadrature using Laplace approximation
Evaluate Hermite polynomial at given location
A package for fast, numerically-stable computation of Gauss-Hermite qu...
Find real parts of roots of polynomial
Compute Gauss-Hermite quadrature rule
Convenience function for Gauss-Hermite quadrature
Get coefficient of Hermite polynomial
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.