Multidimensional Gauss-Hermite Quadrature
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Documentation for package ‘MultiGHQuad’ version 1.2.0
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| MultiGHQuad-package | Multidimensional Gauss-Hermite Quadrature |
| eval.quad | Evaluation of multivariate normal distributed expectations |
| init.quad | Q-dimensional grid of quadrature points. |
| MultiGHQuad, | Multidimensional Gauss-Hermite Quadrature |