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qmc.nodes

Calculation of Quasi Monte Carlo Integration Points


Description

This function calculates integration nodes based on the multivariate normal distribution with zero mean vector and identity covariance matrix. See Pan and Thompson (2007) and Gonzales et al. (2006) for details.

Usage

qmc.nodes(snodes, ndim)

Arguments

snodes

Number of integration nodes

ndim

Number of dimensions

Value

theta

A matrix of integration points

Note

This function uses the sfsmisc::QUnif function from the sfsmisc package.

References

Gonzalez, J., Tuerlinckx, F., De Boeck, P., & Cools, R. (2006). Numerical integration in logistic-normal models. Computational Statistics & Data Analysis, 51, 1535-1548.

Pan, J., & Thompson, R. (2007). Quasi-Monte Carlo estimation in generalized linear mixed models. Computational Statistics & Data Analysis, 51, 5765-5775.

Examples

## some toy examples

# 5 nodes on one dimension
qmc.nodes( snodes=5, ndim=1 )
  ##            [,1]
  ## [1,]  0.0000000
  ## [2,] -0.3863753
  ## [3,]  0.8409238
  ## [4,] -0.8426682
  ## [5,]  0.3850568

# 7 nodes on two dimensions
qmc.nodes( snodes=7, ndim=2 )
  ##             [,1]        [,2]
  ## [1,]  0.00000000 -0.43072730
  ## [2,] -0.38637529  0.79736332
  ## [3,]  0.84092380 -1.73230641
  ## [4,] -0.84266815 -0.03840544
  ## [5,]  0.38505683  1.51466109
  ## [6,] -0.00122394 -0.86704605
  ## [7,]  1.35539115  0.33491073

sirt

Supplementary Item Response Theory Models

v3.10-118
GPL (>= 2)
Authors
Alexander Robitzsch [aut,cre] (<https://orcid.org/0000-0002-8226-3132>)
Initial release
2021-09-22 17:45:34

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