R: Generating Gauss-Legendre Quadrature

gauss.quad {gss} | R Documentation

## Generating Gauss-Legendre Quadrature

### Description

Generate Gauss-Legendre quadratures using the FORTRAN routine `gaussq.f` found on NETLIB.

### Usage

    gauss.quad(size, interval)

### Arguments

`size` | Size of quadrature.
`interval` | Interval to be covered.

### Value

`gauss.quad` returns a list object with the following components.

`pt` | Quadrature nodes.
`wt` | Quadrature weights.

[Package gss version 2.1-7 Index]