orthopolynom (version 1.0-5)

hermite.he.weight: Weight function for the Hermite polynomial

Description

This function returns the value of the weight function for the order \(k\) Hermite polynomial, \(He_k \left( x \right)\).

Usage

hermite.he.weight(x)

Arguments

x

the function argument which can be a vector

Value

The value of the weight function

Details

The function takes on non-zero values in the interval \( \left( -\infty,\infty \right) \). The formula used to compute the weight function is as follows.

\(w\left( x \right) = \exp \left( { - \frac{{x^2 }}{2}} \right)\)

References

Abramowitz, M. and I. A. Stegun, 1968. Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, Dover Publications, Inc., New York.

Courant, R., and D. Hilbert, 1989. Methods of Mathematical Physics, John Wiley, New York, NY.

Press, W. H., S. A. Teukolsky, W. T. Vetterling, and B. P. Flannery, 1992. Numerical Recipes in C, Cambridge University Press, Cambridge, U.K.

Szego, G., 1939. Orthogonal Polynomials, 23, American Mathematical Society Colloquium Publications, Providence, RI.

Examples

Run this code
# NOT RUN {
###
### compute the scaled Hermite weight function for argument values
### between -3 and 3
###
x <- seq( -3, 3, .01 )
y <- hermite.he.weight( x )
# }

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