hermitePolynomial: Generate a Hermite Polynomial of order n

Description Usage Arguments Value Author(s) References

Description

Generate a Hermite Polynomial of order n

Usage

1

Arguments

n

A numeric defining the order of the Hermite Polynomial

Value

p A vector containing the Hermite Polynomial of order n

H_{j} (x) \equiv (-1)^{J} e^{ \frac{ -x^{2} }{2} } \frac{ d^{J} e^{ \frac{ -x^{2} }{2} }}{ dx^{J} }

Author(s)

Ram Ahluwalia ram@wingedfootcapital.com

References

A. Meucci - "Fully Flexible Extreme Views" - See formula (20) http://ssrn.com/abstract=1542083


R-Finance/Meucci documentation built on May 8, 2019, 3:52 a.m.