compute_mean_and_variance_sparse_grid

pyapprox.quadrature.compute_mean_and_variance_sparse_grid(sparse_grid, max_order=2)[source]

Compute the mean and variance of a sparse_grid by converting it to a polynomial chaos expansion

Parameters
sparse_grid :class:`pyapprox.adaptive_sparse_grid:CombinationSparseGrid`

The sparse grid

Returns
resultpyapprox.quadrature.QuadratureResult

Result object with the following attributes

meannp.ndarray (nqoi)

The mean of each quantitity of interest

variancenp.ndarray (nqoi)

The variance of each quantitity of interest

pcemultivariate_polynomials.PolynomialChaosExpansion

The pce respresentation of the sparse grid approx