approximate

pyapprox.approximate.approximate(train_samples, train_vals, method, options=None)[source]

Approximate a scalar or vector-valued function of one or more variables from a set of points provided by the user

Parameters
train_samplesnp.ndarray (nvars,nsamples)

The inputs of the function used to train the approximation

train_valsnp.ndarray (nvars,nsamples)

The values of the function at train_samples

methodstring

Type of approximation. Should be one of

  • ‘polynomial_chaos’

  • ‘gaussian_process’

Returns
resultpyapprox.approximate.ApproximateResult