On Fri, May 28, 2004 at 09:04:53AM +0200, Dimitris Rizopoulos wrote:
> Dear Spencer,
>
> In Dr. Gray's course notes for Advanced Statistical Computing
> (Appendix of Chapter 6) there are some functions for computing
> abscissas and corresponding weights for several Gaussian integration
> rules:
>
> http://icommons.harvard.edu/~hsph-bio248-01/Lecture_Notes/
Also have a look at
@Book{judd98,
author = {Judd, Kenneth L},
title = {Numerical methods in economics},
publisher = {MIT Press},
year = 1998
}
especially one of the early chapters ("integration" is in its title,
but I don't have the book at the moment), which covers theory and
practice of numerical integration and quadrature rules.
Implementing these in R has been on my TODO list for a while, so I
would be happy to cooperate on this (but only in July or later).
Best,
Tamas
--
Tam�s K. Papp
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