import numpy as np from scipy.special import h_roots from dateutil.relativedelta import relativedelta import datetime def GHquad(n): """Gauss-Hermite quadrature weights""" Z, w = h_roots(n) return Z*np.sqrt(2), w/np.sqrt(np.pi) def previous_twentieth(d): r = datetime.date(d.year, d.month, 20) if r > d: r -= relativedelta(months=1) mod = r.month % 3 if mod != 0: r -= relativedelta(months = mod) return r