Quadrature

Abstract

intmethod( intmethod ) specifies mvaghermite performs mean–variance adaptive Gauss–Hermite quadrature; mcaghermite performs mode-curvature adaptive Gauss–Hermite quadrature; ghermite performs nonadaptive Gauss– Hermite quadrature; and laplace performs the Laplacian approximation, equivalent to mode-curvature adaptive Gaussian quadrature with one integration point.