Struct PolynomialChaosExpansion 

pub struct PolynomialChaosExpansion {
    pub coeffs: Vec<f64>,
    pub multi_indices: Vec<Vec<usize>>,
    pub n_dims: usize,
}

Polynomial Chaos Expansion surrogate model.

Represents an output Y as a linear combination of Hermite basis polynomials evaluated at standardised Gaussian inputs.

Fields

coeffs: Vec<f64>

PCE coefficients, one per multi-index.

multi_indices: Vec<Vec<usize>>

Multi-indices: each entry is a vector of polynomial degrees per dimension.

n_dims: usize

Number of input dimensions.

Implementations

impl PolynomialChaosExpansion

pub fn evaluate(&self, x: &[f64]) -> f64

Evaluate the PCE at a point x (standardised Gaussian inputs).

x.len() must equal self.n_dims.

pub fn pce_mean(&self) -> f64

Mean of the PCE (= coefficient of the zero-order term).

pub fn pce_variance(&self) -> f64

Variance of the PCE (= sum of squares of non-zero-order coefficients).

Uses the orthogonality of Hermite polynomials: ⟨He_α, He_α⟩ = α!.

Trait Implementations

impl Clone for PolynomialChaosExpansion

fn clone(&self) -> PolynomialChaosExpansion

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for PolynomialChaosExpansion

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.