mvQuad
swMATH15941CRANmvQuadMaRDI QIDQ27813FDOQ27813
Methods for Multivariate Quadrature
Last update: 19 September 2023
Copyright license: GNU General Public License, version 3.0
Software version identifier: 1.0-6, 1.0-2, 1.0-3, 1.0-4, 1.0-5, 1.0-8
Source code repository: https://github.com/cran/mvQuad
Provides methods to construct multivariate grids, which can be used for multivariate quadrature. This grids can be based on different quadrature rules like Newton-Cotes formulas (trapezoidal-, Simpson's- rule, ...) or Gauss quadrature (Gauss-Hermite, Gauss-Legendre, ...). For the construction of the multidimensional grid the product-rule or the combination- technique can be applied.
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