6.5.1.1.2. statsmodels.sandbox.nonparametric.densityorthopoly.inner_cont¶

statsmodels.sandbox.nonparametric.densityorthopoly.inner_cont(polys, lower, upper, weight=None)[source]¶

inner product of continuous function (with weight=1)

Parameters:

polys : list of callables

polynomial instances

lower : float

lower integration limit

upper : float

upper integration limit

weight : callable or None

weighting function

Returns:

innp : ndarray

symmetric 2d square array with innerproduct of all function pairs

err : ndarray

numerical error estimate from scipy.integrate.quad, same dimension as innp

Examples

>>> from scipy.special import chebyt
>>> polys = [chebyt(i) for i in range(4)]
>>> r, e = inner_cont(polys, -1, 1)
>>> r
array([[ 2.        ,  0.        , -0.66666667,  0.        ],
       [ 0.        ,  0.66666667,  0.        , -0.4       ],
       [-0.66666667,  0.        ,  0.93333333,  0.        ],
       [ 0.        , -0.4       ,  0.        ,  0.97142857]])