As I read through the Wikipedia articles on Gauss-Hermite and Laguerre, I notice that they are talking about basis functions with infinity/s in its domain. How would this would solve the problem addressed in the MATH-994 which is to restrict the bounds of the function being integrated so that numerical integration is possible.
http://en.wikipedia.org/wiki/Gauss-Hermite_quadraturehttp://en.wikipedia.org/wiki/Gauss-Laguerre_quadrature In any case, MATH-994 is a working solution to a major class of integration problems. A solution that passes the unit tests in the example is quite desirable. So, I think the commons would be better of with modifications to MATH-994 to confirm to the design philosophy than say postponing a more complex integration scheme is available. The code can always be deprecated once a better implementation is available. (You don't have to do it on my account, I already have what I need.) Cheers, -Ajo.