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help for gausshermite                                      Jean-Benoit Hardouin
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Estimation of integrals using Gauss Hermite quadratures

        gausshermite function , sigma(#) mu(#) nodes(#) display

Description

    gausshermite estimate the integrals of the form f(x)g(x/mu,sigma) on all
    the reals where g(x/mu,sigma) is the gaussian distribution function with
    mean mu and variance sigma^2.

Options

    function define f(x). For example, if f(x)=x^2, function is x^2. It is
    necessary to use x for the variable of integration.

    mu define the mean of x (0 by default).

    sigma define the standard deviation of x (1 by default).

    nodes define the number of quadrature nodes (12 by default).

    display allow to automatically display the estimation.

    Note that the quadrature nodes and the associated weights are computed
    using the ghquadm Stata command. Find this command with findit ghquadm.

Example

        . gausshermite x^2

        . gausshermite x^4+exp(x)-2, sigma(1.5) mu(-.4) d n(10)


Outputs

    The estimated value of the integral is saved in r(int).

Author

    Jean-Benoit Hardouin, Regional Health Observatory (ORS) - 1, rue Porte
        Madeleine - BP 2439 - 45032 Orleans Cedex 1 - France.  You can
        contact the author at jean-benoit.hardouin@orscentre.org and visit