The value of C in front of the integral depends on the user's
      choice of the SCALE parameter:
      <ul>
        <li>
          <i>scale=0</i>, then C = 1; this is the standard choice for
          Gauss-Hermite quadrature.
        </li>
        <li>
          <i>scale=1</i>, then C is a normalization factor so that
          f(x)=1 will integrate to 1.  This implies in turn that the
          weights will sum to 1.  This choice is appropriate when
          using the rule to compute probabilities.
   