Hermite_Poly_HN {MultiStatM}

Univariate Hermite polynomials

Description

Provides the vector of univariate Hermite polynomials up to order N evaluated at x

Usage

Hermite_Poly_HN(x, N, sigma2 = 1)

Arguments

x

A scalar at which to evaluate the Hermite polynomials

N

The maximum order of the polynomials

sigma2

The variance, by default is set to 1

Value

H_N_x The vector of Hermite polynomials with degrees from 1 to N evaluated at x

References

Gy.Terdik, Multivariate statistical methods - going beyond the linear, Springer 2021. Section 4.1

See Also

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