Sparse grid integration in R

SparseGrid is a package to create sparse grids for numerical integration, based on code from www.sparse-grids.de


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Reference manual

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install.packages("SparseGrid")

0.8.2 by Jelmer Ypma, 6 years ago


Browse source code at https://github.com/cran/SparseGrid


Authors: Jelmer Ypma


Documentation:   PDF Manual  


Task views: Numerical Mathematics


GPL license


Suggests testthat, statmod, mvtnorm


Imported by gofCopula, lqmm.

Suggested by docopulae.


See at CRAN