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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
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