Hi, I am trying to find a function that returns simply the weights and points of an n point gauss hermite integeration, so that I can use them to fit a non-standard likelihood. I have found some documentation for the function 'gauss.hermite' written by jim lindley, but can't find the actual binary on CRAN I'm aware there are lots of functions like glmm, glmmML etc to fit mixed models, that use gh integration but all I require is the points and weights. Does anyone know if there is a function that is downloadable from CRAN that will do this Thanks in advance Jack Bowden PhD student, Leicester
gauss.hermite function
3 messages · Bowden, J.M., Brian Ripley, Spencer Graves
On Mon, 27 Feb 2006, Bowden, J.M. wrote:
I am trying to find a function that returns simply the weights and points of an n point gauss hermite integeration, so that I can use them to fit a non-standard likelihood. I have found some documentation for the function 'gauss.hermite' written by jim lindley, but can't find the actual binary on CRAN I'm aware there are lots of functions like glmm, glmmML etc to fit mixed models, that use gh integration but all I require is the points and weights. Does anyone know if there is a function that is downloadable from CRAN that will do this
I think you mean Jim Lindsey, whose packages are not on CRAN but at an address given in the R FAQ (and has changed from time to time).
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595
Have you also considered "gauss.quad" or "gauss.quad.prob" in the "statmod" package? spencer graves
Prof Brian Ripley wrote:
On Mon, 27 Feb 2006, Bowden, J.M. wrote:
I am trying to find a function that returns simply the weights and points of an n point gauss hermite integeration, so that I can use them to fit a non-standard likelihood. I have found some documentation for the function 'gauss.hermite' written by jim lindley, but can't find the actual binary on CRAN I'm aware there are lots of functions like glmm, glmmML etc to fit mixed models, that use gh integration but all I require is the points and weights. Does anyone know if there is a function that is downloadable from CRAN that will do this
I think you mean Jim Lindsey, whose packages are not on CRAN but at an address given in the R FAQ (and has changed from time to time).