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-rw-r--r--python/analytics/utils.py7
1 files changed, 7 insertions, 0 deletions
diff --git a/python/analytics/utils.py b/python/analytics/utils.py
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--- /dev/null
+++ b/python/analytics/utils.py
@@ -0,0 +1,7 @@
+import numpy as np
+from scipy.special import h_roots
+
+def GHquad(n : int):
+ """Gauss-Hermite quadrature weights"""
+ Z, w = h_roots(n)
+ return Z*np.sqrt(2), w/np.sqrt(np.pi)