Three terms recurrence

Recurrence algorithms

modified_chebyshev(moments)

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

lanczos(order, dist[, rule, tolerance, ...])

Discretized Lanczos' method.

stieltjes(order, dist[, rule, tolerance, ...])

Stieltjes' method.

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

Discretized Stieltjes' method.

analytical_stieltjes(order, dist[, multiplier])

Analytical Stieltjes' method

Utility functions

coefficients_to_quadrature(coeffs)

Construct Gaussian quadrature abscissas and weights from three terms recurrence coefficients.