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Improve numerical stability Gauss-Laguerre quadrature #5

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merged 2 commits into from
Mar 1, 2021

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Transformed the Gauss-Laguerre quadrature integration methodology for moment matching, such that calculations only involve the log of the normalization constant to improve numerical stability.

@bvdmitri bvdmitri merged commit 80d20d7 into master Mar 1, 2021
@bvdmitri bvdmitri deleted the StableGaussLaguerre branch March 12, 2021 14:03
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