Open jlperla opened 8 months ago
Probably stick with gaussian quadrature, maybe in the growth model and only with normal distributions? Just go nodes, weights = gausshermite(n)
nodes, weights = gausshermite(n)
Can also show the adaptation for a normal that isn't
function gaussian_nodes_weights(mu, sigma, n) gh = gausshermite(n) nodes = gh[1] .* (sqrt(2) * (sigma)) .+ mu weights = gh[2] ./ sqrt(pi) return nodes, weights end
or something like that.
Probably stick with gaussian quadrature, maybe in the growth model and only with normal distributions? Just go
nodes, weights = gausshermite(n)
Can also show the adaptation for a normal that isn't
or something like that.