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Fast, numerically-stable Gauss-Hermite quadrature rules and utility functions for adaptive GH quadrature. See Liu, Q. and Pierce, D. A. (1994) <doi:10.2307/2337136> for a reference on these methods.

copied from cf-staging / r-fastghquad
Label Latest Version
main 1.0.1
cf202003 1.0

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