mvQuad: rescale.NIGrid – R documentation

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rescale.NIGrid

moves, rescales and/or rotates a multidimensional grid.

Description

rescale.NIGrid manipulates a grid for more efficient numerical integration with respect to a given domain (bounded integral) or vector of means and covariance matrix (unbounded integral).

Usage

rescale(object, ...)

## S3 method for class 'NIGrid'
rescale(object, domain = NULL, m = NULL, C = NULL,
  dec.type = 0, ...)

Arguments

`object`	an initial grid of type `NIGrid`
`...`	further arguments passed to or from other methods
`domain`	a (d x 2)-matrix with the boundaries for each dimension
`m`	vector of means
`C`	covariance matrix
`dec.type`	type of covariance decomposition (Peter Jaeckel (2005))

Value

This function modifies the "support-attribute" of the grid. The recalculation of the nodes and weights is done when the getNodes or getWeights are used.

References

Peter Jaeckel (2005): A note on multivariate Gauss-Hermite quadrature

Examples

C = matrix(c(2,0.9,0.9,2),2)
m = c(-.5, .3)
par(mfrow=c(3,1))

myGrid <- createNIGrid(dim=2, type="GHe", level=5)

rescale(myGrid, m=m, C=C, dec.type=0)
plot(myGrid, col="red")

rescale(myGrid, m=m, C=C, dec.type=1)
plot(myGrid, col="green")

rescale(myGrid, m=m, C=C, dec.type=2)
plot(myGrid, col="blue")

mvQuad

Methods for Multivariate Quadrature

v1.0-6

GPL-3

Authors

Constantin Weiser (HHU of Duesseldorf / Germany)

Initial release

2016-07-19