SparseGrid

Published on 27 November 2011

SparseGrid is an R translation of the Matlab code on http://www.sparse-grids.de (Heiss & Winschel, 2008). Sparse grids can be used to numerically approximate integrals of high dimension, with fewer nodes than grids constructed by a product rule.

SparseGrid is an R translation of the Matlab code on http://www.sparse-grids.de (Heiss & Winschel, 2008). Sparse grids can be used to numerically approximate integrals of high dimension, with fewer nodes than grids constructed by a product rule.

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IFS

Suggested citation

Ypma, J. (2011). SparseGrid. London: IFS.

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