FastGaussQuadrature.jl support?

[oxinabox]

I was looking though quadrature libraries and spotted https://github.com/JuliaApproximation/FastGaussQuadrature.jl

It might be nice to also hook that up to this interface.
(I don't actually have any need for this, was just speculating)

[YingboMa]

FastGaussQuadrature.jl just gives quadrature nodes and weights. I am not sure what kind of interface we can add to bridge with FastGaussQuadrature.jl

[ChrisRackauckas]

We could, but it's not adaptive so it's hard. The user would have to supply the number of nodes, and we could then do the calculation, but that wouldn't guarantee a tolerance like the other methods.

[lxvm]

Is this solved with #147 and #176 ?