Facilitates estimation of the full probability density function,
cumulative distribution function and quantile function using Hermite series
based estimators. These estimators are particularly useful in the sequential
setting (both stationary and non-stationary) and one-pass batch estimation
setting for large data sets.
Based on: Stephanou, Michael, Varughese, Melvin and Iain Macdonald. "Sequential quantiles via Hermite series density estimation." Electronic Journal of Statistics 11.1 (2017): 570-607