computeGlobalIndex(p::PiecewiseConstantBasis, x::AbstractVector{<:Real})

Compute the linear index of grid cell in which x lies. Return -1 if x is not inside the grid.

computeMeanF(x::AbstractVector{<:AbstractVector{T}}, f::Function)

Compute E[f(X)] where f: R → R is applied component-wise. Each entry of x is supposed to be a sample from the distribution of X.

computePolynomialTensor(nVariates::Integer, degree::Integer)

Compute the full tensor representation of a multivariate polynomial

Recursive computation of the first derivative of the Tchebychev polynomials of any order.

• x the evaluation point
• n the order of the polynomial to be evaluated
• n0 the rank of initialization
• f_n the derivative of the polynomial of order n0.
• f_n_1 the derivative of the polynomial of order n0 - 1

First derivative of the Tchebytchev polynomials

• x the evaluation point
• n the index of the polynomial whose first derivative is to be evaluated

getTx(vslsq::VSLeastSquares{Tb, Tt, Td}) where {Tb<:AbstractBasis, Tt<:AbstractTransformation, Td<:Real}

Return the vector internally used to store the transformed data. Internal use only.

Recursive function to compute Hermite polynomials of any order.

• x evaluation point
• n` the order of the polynomial to be evaluated
• n0 the rank of the initialization
• f_n0 used to store the polynomial of order n0
• f_n0_1 used to store the polynomial of order n0 - 1

Recursive function to compute Tchebychev polynomials of any order.

• x evaluation point
• n` the order of the polynomial to be evaluated
• n0 the rank of the initialization
• f_n0 used to store the polynomial of order n0
• f_n0_1 used to store the polynomial of order n0 - 1

Tchebychev polynomials of any order

• x the evaluation point
• n the order of the polynomial to be evaluated