user-zwj / polynomial-chaos-expansion-examples Goto Github PK

Mrs Zhang：
you show me a very good example of the PCE examples.
In example 2: 'Gamma distribution and Laguerre Chaos', you have done a good job for definite the Laguerre(i,a)
But "The error plots when are correct, I am using Laguerre package in python since . But when , the error plots are so strange, I am using the Laguerre functions I defined by myself"

I think the error may be introduced when you try to use MontCarlo to calculate inner3_la(alpha,P,i,j,l).
it can be solved by two methods:
Firstly, you can correct the method for calculate the integration. for example scipy.integrate.quad(f,0,np.inf)
Secondly, you can use the scipy.special.genlaguerre to create the Laguerre for alpha=1

Best regards!