Integration Configuration

Configuration for building integration nodes and weights for approximating integrals over the distribution of random coefficients.

Methods

Public methods

• BLPIntegration$new()

• BLPIntegration$build()

• BLPIntegration$print()

• BLPIntegration$clone()

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Method new()

Create integration configuration

Usage

BLPIntegration$new(specification, size, seed = NULL)

Arguments

specification

Character: method name

size

Integer: number of draws or quadrature level

seed

Optional RNG seed

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Method build()

Build nodes and weights

Usage

BLPIntegration$build(dimensions)

Arguments

dimensions

Number of integration dimensions (K2)

Returns

List with nodes (N x K2) and weights (N x 1)

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Method print()

Print integration configuration

Usage

BLPIntegration$print(...)

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Method clone()

The objects of this class are cloneable with this method.

Usage

BLPIntegration$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.