def hermefit(x, y, deg, rcond=None, full=False, w=None):
order = int(deg) + <NUM_LIT:1><EOL>x = np.asarray(x) + <NUM_LIT:0.0><EOL>y = np.asarray(y) + <NUM_LIT:0.0><EOL>if deg < <NUM_LIT:0>:<EOL><INDENT>raise ValueError("<STR_LIT>")<EOL><DEDENT>if x.ndim != <NUM_LIT:1>:<EOL><INDENT>raise TypeError("<STR_LIT>")<EOL><DEDENT>if x.size == <NUM_LIT:0>:<EOL><INDENT>raise TypeError("<STR_LIT>")<EOL><DEDENT>if y.ndim < <NUM_LIT:1> or y.ndim > <NUM_LIT:2>:<EOL><INDENT>raise TypeError("<STR_LIT>")<EOL><DEDENT>if len(x) != len(y):<EOL><INDENT>raise TypeError("<STR_LIT>")<EOL><DEDENT>lhs = hermevander(x, deg).T<EOL>rhs = y.T<EOL>if w is not None:<EOL><INDENT>w = np.asarray(w) + <NUM_LIT:0.0><EOL>if w.ndim != <NUM_LIT:1>:<EOL><INDENT>raise TypeError("<STR_LIT>")<EOL><DEDENT>if len(x) != len(w):<EOL><INDENT>raise TypeError("<STR_LIT>")<EOL><DEDENT>lhs = lhs * w<EOL>rhs = rhs * w<EOL><DEDENT>if rcond is None:<EOL><INDENT>rcond = len(x)*np.finfo(x.dtype).eps<EOL><DEDENT>if issubclass(lhs.dtype.type, np.complexfloating):<EOL><INDENT>scl = np.sqrt((np.square(lhs.real) + np.square(lhs.imag)).sum(<NUM_LIT:1>))<EOL><DEDENT>else:<EOL><INDENT>scl = np.sqrt(np.square(lhs).sum(<NUM_LIT:1>))<EOL><DEDENT>scl[scl == <NUM_LIT:0>] = <NUM_LIT:1><EOL>c, resids, rank, s = la.lstsq(lhs.T/scl, rhs.T, rcond)<EOL>c = (c.T/scl).T<EOL>if rank != order and not full:<EOL><INDENT>msg = "<STR_LIT>"<EOL>warnings.warn(msg, pu.RankWarning)<EOL><DEDENT>if full:<EOL><INDENT>return c, [resids, rank, s, rcond]<EOL><DEDENT>else:<EOL><INDENT>return c<EOL><DEDENT>
Least squares fit of Hermite series to data.

Return the coefficients of a HermiteE series of degree `deg` that is
the least squares fit to the data values `y` given at points `x`. If
`y` is 1-D the returned coefficients will also be 1-D. If `y` is 2-D
multiple fits are done, one for each column of `y`, and the resulting
coefficients are stored in the corresponding columns of a 2-D return.
The fitted polynomial(s) are in the form

.. math::  p(x) = c_0 + c_1 * He_1(x) + ... + c_n * He_n(x),

where `n` is `deg`.

Parameters
----------
x : array_like, shape (M,)
    x-coordinates of the M sample points ``(x[i], y[i])``.
y : array_like, shape (M,) or (M, K)
    y-coordinates of the sample points. Several data sets of sample
    points sharing the same x-coordinates can be fitted at once by
    passing in a 2D-array that contains one dataset per column.
deg : int
    Degree of the fitting polynomial
rcond : float, optional
    Relative condition number of the fit. Singular values smaller than
    this relative to the largest singular value will be ignored. The
    default value is len(x)*eps, where eps is the relative precision of
    the float type, about 2e-16 in most cases.
full : bool, optional
    Switch determining nature of return value. When it is False (the
    default) just the coefficients are returned, when True diagnostic
    information from the singular value decomposition is also returned.
w : array_like, shape (`M`,), optional
    Weights. If not None, the contribution of each point
    ``(x[i],y[i])`` to the fit is weighted by `w[i]`. Ideally the
    weights are chosen so that the errors of the products ``w[i]*y[i]``
    all have the same variance.  The default value is None.

Returns
-------
coef : ndarray, shape (M,) or (M, K)
    Hermite coefficients ordered from low to high. If `y` was 2-D,
    the coefficients for the data in column k  of `y` are in column
    `k`.

[residuals, rank, singular_values, rcond] : list
    These values are only returned if `full` = True

    resid -- sum of squared residuals of the least squares fit
    rank -- the numerical rank of the scaled Vandermonde matrix
    sv -- singular values of the scaled Vandermonde matrix
    rcond -- value of `rcond`.

    For more details, see `linalg.lstsq`.

Warns
-----
RankWarning
    The rank of the coefficient matrix in the least-squares fit is
    deficient. The warning is only raised if `full` = False.  The
    warnings can be turned off by

    >>> import warnings
    >>> warnings.simplefilter('ignore', RankWarning)

See Also
--------
chebfit, legfit, polyfit, hermfit, polyfit
hermeval : Evaluates a Hermite series.
hermevander : pseudo Vandermonde matrix of Hermite series.
hermeweight : HermiteE weight function.
linalg.lstsq : Computes a least-squares fit from the matrix.
scipy.interpolate.UnivariateSpline : Computes spline fits.

Notes
-----
The solution is the coefficients of the HermiteE series `p` that
minimizes the sum of the weighted squared errors

.. math:: E = \\sum_j w_j^2 * |y_j - p(x_j)|^2,

where the :math:`w_j` are the weights. This problem is solved by
setting up the (typically) overdetermined matrix equation

.. math:: V(x) * c = w * y,

where `V` is the pseudo Vandermonde matrix of `x`, the elements of `c`
are the coefficients to be solved for, and the elements of `y` are the
observed values.  This equation is then solved using the singular value
decomposition of `V`.

If some of the singular values of `V` are so small that they are
neglected, then a `RankWarning` will be issued. This means that the
coefficient values may be poorly determined. Using a lower order fit
will usually get rid of the warning.  The `rcond` parameter can also be
set to a value smaller than its default, but the resulting fit may be
spurious and have large contributions from roundoff error.

Fits using HermiteE series are probably most useful when the data can
be approximated by ``sqrt(w(x)) * p(x)``, where `w(x)` is the HermiteE
weight. In that case the weight ``sqrt(w(x[i])`` should be used
together with data values ``y[i]/sqrt(w(x[i])``. The weight function is
available as `hermeweight`.

References
----------
.. [1] Wikipedia, "Curve fitting",
       http://en.wikipedia.org/wiki/Curve_fitting

Examples
--------
>>> from numpy.polynomial.hermite_e import hermefik, hermeval
>>> x = np.linspace(-10, 10)
>>> err = np.random.randn(len(x))/10
>>> y = hermeval(x, [1, 2, 3]) + err
>>> hermefit(x, y, 2)
array([ 1.01690445,  1.99951418,  2.99948696])