Sparse grid integration in R

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


Reference manual

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0.8.2 by Jelmer Ypma, 6 years ago

Browse source code at

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