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Sparse grids can be used to numerically approximate integrals of high dimension, with fewer nodes than grids constructed by a product rule. SparseGrid is an R translation of the Matlab code on http://www.sparse-grids.de
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Sparse grids can be used to numerically approximate integrals of high dimension, with fewer nodes than grids constructed by a product rule. SparseGrid is an R translation of the Matlab code on http://www.sparse-grids.de
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