11.2.18. rheia.UQ.pce.PCE.ols

PCE.ols(a_matrix, b_matrix)

Perform Ordinary Least Squares on the input matrices a_matrix and b_matrix. Return the result.

Parameters:

• a_matrix (array) – the matrix with the response of the basis functions to the samples

• b_matrix (array) – the model output for the input samples

Returns:

result of the ordinary least-square regression

Return type:

2_D array