6.5.1.2.1. statsmodels.sandbox.nonparametric.densityorthopoly.ChebyTPoly¶
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class
statsmodels.sandbox.nonparametric.densityorthopoly.ChebyTPoly(order)[source]¶ Orthonormal (for weight=1) Chebychev Polynomial on (-1,1)
Notes
integration requires to stay away from boundary, offsetfactor > 0 maybe this implies that we cannot use it for densities that are > 0 at boundary ???
or maybe there is a mistake close to the boundary, sometimes integration works.