Calculate Gauss-Hermite Quadrature Points

Description

gauss.hermite calculates the Gauss-Hermite quadrature values for a specified number of points.

Usage

1
gauss.hermite(points, iterlim=10)

Arguments

points

The number of points.

iterlim

Maximum number of iterations in Newton-Raphson.

Value

gauss.hermite returns a two-column matrix containing the points and their corresponding weights.

Author(s)

J.K. Lindsey

Examples

1

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