IntHermiteN: IntHermiteN

In MultiStatM: Multivariate Statistical Methods

IntHermiteN

Description

Computes the integrals of d-Hermite polynomial with respect to the normal density

\int_{-\infty }^{\mathbf{y}}\mathbf{H}_{k-1}\left( \mathbf{s}\right) \varphi \left( \mathbf{s}\right) d \,\mathbf{s}

either from -\infty to \mathbf{y} (type = "lower") or from \mathbf{y} to +\infty ( type = "upper").

Usage

IntHermiteN(x, K, type = c("lower", "upper"))

Arguments

x	Numeric vector of lenght d
K	Integer. The order of the Hermite polynomial + 1.
type	Character string specifying the integration range. Must be one of: "lower": integrate from -\infty to x "upper": integrate from x to +\infty

Value

A list of integrated Hermite polynomials up to order K-1.

Examples

x <- c(1,2)
IntHermiteN(x, K = 3,type = "lower")

MultiStatM documentation built on Jan. 25, 2026, 5:06 p.m.