def __init__(self,dim = 1, dist_type = None, var = None, order = None):
self.dim = dim
self.order = order
self.nbpoly = order + 1
self.var = var
self.dist_type = dist_type
#self.coef = np.zeros(self.nbpoly, self.order + 1)
if dist_type =='norm':
self.funcs = np.array([sp.hermitenorm(i)for i in range (0, self.order+1)])
for i in range(0, self.order+1):
normalized_const = np.sqrt(sp.factorial(i))
self.funcs[i] = poly1d(self.funcs[i].c/normalized_const)
if dist_type =='uniform':
#The polynomials are orthogonal over [0,1] with weight function 1.
self.funcs = np.array([sp.sh_legendre(i)for i in range (0, self.order+1)])
for i in range(0, self.order+1):
normalized_const = np.sqrt(1./(2.*i+1.))
self.funcs[i] = poly1d(self.funcs[i].c/normalized_const)
self.modelcoef = np.zeros((self.nbpoly,))
def _lmomg(self, m, *args):
"Compute the mth L-moment with a Legendre polynomial."
P_r = special.sh_legendre(m - 1)
func = lambda x: self._ppf(x, *args) * P_r(x)
return integrate.quad(func, 0, 1)[0]
def _lmomg(self, m, *args):
"Compute the mth L-moment with a Legendre polynomial."
P_r = special.sh_legendre(m-1)
func = lambda x : self._ppf(x, *args) * P_r(x)
return integrate.quad(func, 0, 1)[0]
from scipy.special import sh_legendre, sph_harm P_6 = sh_legendre(6)
