conditional_moments_of_polynomial_chaos_expansion¶
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pyapprox.multivariate_polynomials.conditional_moments_of_polynomial_chaos_expansion(poly, samples, inactive_idx, return_variance=False)[source]¶ Return mean and variance of polynomial chaos expansion with some variables fixed at specified values.
- Parameters
- poly: PolynomialChaosExpansion
The polynomial used to compute moments
- inactive_idxnp.ndarray (ninactive_vars)
The indices of the fixed variables
- samplesnp.ndarray (ninactive_vars)
The samples of the inacive dimensions fixed when computing moments
- Returns
- meannp.ndarray
The conditional mean (num_qoi)
- variancenp.ndarray
The conditional variance (num_qoi). Only returned if return_variance=True. Computing variance is significantly slower than computing mean. TODO check it is indeed slower