High-level interfaces

Orthogonal expansion

generate_expansion(order, dist[, rule, ...])

Create orthogonal polynomial expansion.

Quadrature

generate_quadrature(order, dist[, rule, ...])

Numerical quadrature node and weight generator.

Fit chaos expansion

fit_regression(polynomials, abscissas, evals)

Fit a polynomial chaos expansion using linear regression.

fit_quadrature(orth, nodes, weights, solves)

Fit polynomial chaos expansion using spectral projection.

Three terms recurrence coefficients

construct_recurrence_coefficients(order, dist)

Frontend wrapper for constructing three terms recurrence coefficients.