Use case:
It is used to Orthogonal Basis functions for the Polynomial Chaos Expansion
| Distribution | Basis function |
|---|---|
| Normal | Hermit Polynomial |
| Uniform | Legendre |
| Gamma | Laguerre |
| Beta | Jacobi |
Example
| Hermit Polynomial | Value |
|---|---|
| 1 | |
| … | … |
| LEGENDRE POLYNOMIAL | VALUE |
|---|---|
| … | … |