Hermite_Nth {MultiStatM}

T-Hermite polynomial with order N at standardized vector x

Description

Computes the N-th d-variate T-Hermite polynomial at standardized vector x

Usage

Hermite_Nth(x, N)

Arguments

x

multivariate data of size d

N

degree of T-Hermite polynomial

Value

d-variate T-Hermite polynomial of order N evaluated at vector x

References

Gy.Terdik, Multivariate statistical methods - going beyond the linear, Springer 2021. Section 4.6.2, (4.73), p.223

See Also

Other Hermite: Hermite_CoeffMulti(), Hermite_Coeff(), Hermite_N_Cov_X1_X2(), Hermite_Poly_HN_Multi(), Hermite_Poly_HN(), Hermite_Poly_NH_Inv(), Hermite_Poly_NH_Multi_Inv()