In case you didn't see it, this discussion may be helpful:

https://groups.google.com/forum/#!topic/julia-users/erCS7tLKwuk


On Thu, Jun 26, 2014 at 1:10 PM, Spencer Lyon <[email protected]>
wrote:

> I need to find/write some code in julia that can compute the quadrature
> nodes and weights for various distributions. Some example distributions are
> Beta, Gamma, Normal, LogNormal, Uniform...
>
> I imagine that this functionality already exists somewhere and I don't
> want to duplicate code, but after a few google searches I couldn't find
> what I was looking for.
>
> Does anyone know where/if these routines exist?
>
> Thanks!
>

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