GAUSSHERMITE: RATS procedure to generate weights and grid points for Gauss-Hermite numerical integration

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: GaussHermite returns the points at which f(x) needs to be evaluated and the corresponding weights for Gauss-Hermite numerical integration.

Language: RATS
Requires: RATS 6.00
Keywords: Numerical integration; Gauss-Hermite integration (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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https://www.estima.com/procs_perl/gausshermite.src (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rts00074

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