# Univariate Gauss-Hermite quadrature rule

### Description

Create a univariate Gauss-Hermite quadrature rule.

### Usage

1 |

### Arguments

`ord` |
scalar integer between 1 and 25 - the order, or number of nodes and weights, in the rule. When the function being multiplied by the standard normal density is a polynomial of order 2k-1 the rule of order k integrates the product exactly. |

`asMatrix` |
logical scalar - should the result be
returned as a matrix. If |

### Details

This version of Gauss-Hermite quadrature provides the node positions and weights for a scalar integral of a function multiplied by the standard normal density.

Originally based on package SparseGrid's hidden `GQN()`

.

### Value

a matrix (or data frame, is `asMatrix`

is false) with `ord`

rows and three columns which are `z`

the node positions, `w`

the weights and `ldnorm`

, the logarithm of the normal density
evaluated at the nodes.

### See Also

a different interface is available via `GQdk()`

.

### Examples

1 2 3 4 |