rmutil::gauss.hermite() returns nodes and weights for integrals of the form
integral f(x) exp(-x^2) dx. This function rescales those nodes and weights
to approximate expectations under a standard normal latent trait
distribution.
Arguments
- n_quad
Number of quadrature nodes.
- iterlim
Maximum number of Newton-Raphson iterations passed to
rmutil::gauss.hermite().
Examples
quad <- make_quadrature(7)
sum(quad$weight)
#> [1] 1