Computes the Hermite Quadrature weights for a user specified set of grid points. A function f(x) is then numerically integrated on the grid based the values of the function and its first derivative at the grid points.
Greg von Winckel (2020). Hermite Quadrature (https://www.mathworks.com/matlabcentral/fileexchange/8836-hermite-quadrature), MATLAB Central File Exchange. Retrieved .