Hermite_Poly_HN_Multi {MultiStatM} | R Documentation |
Computes the multivariate T-Hermite polynomials up to order N at vector variate x with covariance matrix Sig2
Hermite_Poly_HN_Multi(x, N, Sig2 = diag(length(x)))
x |
the d-vector of values at which to evaluate the polynomials |
N |
the maximum order of polynomials |
Sig2 |
the covariance matrix; default value is the unit matrix diag(length(x)) |
The list of d-variate polynomials of order from 1 to N evaluated at vector x
Gy.Terdik, Multivariate statistical methods - going beyond the linear, Springer 2021. Section 4.6.2, (4.73), p.223
Other Hermite:
Hermite_CoeffMulti()
,
Hermite_Coeff()
,
Hermite_N_Cov_X1_X2()
,
Hermite_Nth()
,
Hermite_Poly_HN()
,
Hermite_Poly_NH_Inv()
,
Hermite_Poly_NH_Multi_Inv()
x<-c(1,3)
N<-3
Sig2<- diag(length(x)) # matrix(c(1,0,0,1),2,2,byrow = T)
Hermite_Poly_HN_Multi(x,N)