Numerical Integration using Guass-Hermite for normal kernel

Version 1.0.0.0 (727 Bytes) by Soma Dhavala
This routine approximates the integral if one of the integrand is normal.
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1.6K Downloads
Updated 7 Mar 2005

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Evaluate integrals of this form:

-inf int +inf f(x)exp(-(x-mu)/2sigma^2)

where f(x) is a smooth function.

Cite As

Soma Dhavala (2024). Numerical Integration using Guass-Hermite for normal kernel (https://www.mathworks.com/matlabcentral/fileexchange/7046-numerical-integration-using-guass-hermite-for-normal-kernel), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R13
Compatible with any release
Platform Compatibility
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Version Published Release Notes
1.0.0.0