HERMPOLY is the jCommon module of jLab.

  HERMPOLY  Hermite polynomials. [with F. Rekibi]
    H=HERMPOLY(T,N) generates the first N+1 orthonormal Hermite polynomials 
    [H0,...HN] on a time axis specfied by the column vector T.
    In the nomenclature of Wikipedia,
    the polynomials returned by HERMPOLY are the "physicists'" definition.
    Note that H(:,1) is the zeroth-order Hermite polynomial, which is equal
    to one.  H(:,2) is the first-order polynomial, and so forth.  
    See also HERMFUN, HERMEIG.
    'hermpoly --t' runs a test.  
    Usage:  h=hermpoly(t,n);
    This is part of JLAB --- type 'help jlab' for more information
    (C) 2004--2015 F. Rekibi and J. M. Lilly 
                          --- type 'help jlab_license' for details

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