Hermite_Poly_HN_Multi {MultiStatM}R Documentation

Multivariate T-Hermite polynomials

Description

Computes the multivariate T-Hermite polynomials up to order N at vector variate x with covariance matrix Sig2

Usage

Hermite_Poly_HN_Multi(x, N, Sig2 = diag(length(x)))

Arguments

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))

Value

The list of d-variate polynomials of order from 1 to N evaluated at vector x

References

Gy.Terdik, Multivariate statistical methods - going beyond the linear, Springer 2021. Section 4.6.2, (4.73), p.223

See Also

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()

Examples

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)

[Package MultiStatM version 1.2.1 Index]