Function gauss_hermite
pub(crate) fn gauss_hermite(n: usize) -> Vec<(f64, f64)>Expand description
Gauss–Hermite nodes and weights for a standard normal: Σ wᵢ·f(xᵢ) ≈ E[f(Z)], the weights summing to one. The roots of the physicists’
Hermite polynomial by Newton iteration on its orthonormal recurrence,
seeded from the largest root inward, then rescaled to the normal density.