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Integration methods and discretization of normal distributions
Fabian Kindermann edited this page Apr 2, 2021
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4 revisions
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legendre
: Calculates Gauss-Legendre nodes and weights -
normal_discrete (one-dimensional)
: Discretizes a one-dimensional normal distribution into nodes and weights -
normal_discrete (two-dimensional)
: Discretizes a one-dimensional normal distribution into nodes and weights -
log_normal_discrete (one-dimensional)
: Discretizes a one-dimensional normal distribution into nodes and weights -
log_normal_discrete (two-dimensional)
: Discretizes a one-dimensional normal distribution into nodes and weights -
discretize_AR
: Discretizes a AR(1) process with normally distributed innvoations
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