Description Usage Arguments Value Author(s) References
Generate a Hermite Polynomial of order n
1 |
n |
A numeric defining the order of the Hermite Polynomial |
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} }
Ram Ahluwalia ram@wingedfootcapital.com
A. Meucci - "Fully Flexible Extreme Views" - See formula (20) http://ssrn.com/abstract=1542083
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