Sets nodes and weights of Gauss-Hermite quadrature

Source: R/gauss.quad.R

Sets nodes and weights of Gauss-Hermite quadrature

gauss.quad(n)

Arguments

n

number of nodes

Value

a list of nodes and weights of Gauss-Hermite quadrature

Examples

gauss.quad(5)
#> $nodes
#> [1] -2.020183e+00 -9.585725e-01  2.733498e-17  9.585725e-01  2.020183e+00
#> 
#> $weights
#> [1] 0.01995324 0.39361932 0.94530872 0.39361932 0.01995324
#>