chaospy.modified_chebyshev

chaospy.modified_chebyshev(moments)

Given the first 2N raw statistical moments, this method uses the modified Chebyshev algorithm for computing the associated recurrence coefficients.

Args:

moments (numpy.ndarray):

Raw statistical moments from calculating the integrals \(\int x^k p(x) dx\) for \(k=0,\dots,2N\).

Examples:

>>> dist = chaospy.Normal()
>>> modified_chebyshev(dist.mom(numpy.arange(8)))
array([[0., 0., 0., 0.],
       [1., 1., 2., 3.]])
>>> dist = chaospy.Uniform(-1, 1)
>>> modified_chebyshev(dist.mom(numpy.arange(8)))
array([[0.        , 0.        , 0.        , 0.        ],
       [1.        , 0.33333333, 0.26666667, 0.25714286]])