Integration methods and discretization of normal distributions - fabiankindermann/ce-fortran GitHub Wiki

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