R: Generating Smolyak Cubature

smolyak {gss} | R Documentation

## Generating Smolyak Cubature

### Description

Generate delayed Smolyak cubatures using C routines modified from `smolyak.c` found in Knut Petras' SMOLPACK.

### Usage

    smolyak.quad(d, k)

    smolyak.size(d, k)

### Arguments

`d` | Dimension of unit cube.
`k` | Depth of algorithm.

### Value

`smolyak.quad` returns a list object with the following elements.

`pt` | Quadrature nodes in rows of matrix.
`wt` | Quadrature weights.

`smolyak.size` returns an integer.

[Package gss version 2.2-2 Index]