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 | |
… | … |
It is used to Orthogonal Basis functions for the Polynomial Chaos Expansion
Distribution | Basis function |
---|---|
Normal | Hermit Polynomial |
Uniform | Legendre |
Gamma | Laguerre |
Beta | Jacobi |
Hermit Polynomial | Value |
---|---|
1 | |
… | … |