In [65]:

    

import chaospy as cp
import numpy as np

distribution = cp.J(cp.Normal(-32429.6, 1000),
                    cp.Normal(15219.2, 1000),
                    cp.Normal(-16480.0, 1000),
                    cp.Normal(-25013.3, 1000),
                    cp.Normal(22600.0, 1000),
                    cp.Normal(-40470.2, 1000),
                    cp.Normal(104160.0, 1000),
                    cp.Normal(14321.1, 1000),
                    cp.Normal(-4923.18, 100),
                    cp.Normal(-31626.6, 1000))
samples = np.loadtxt('2017-08-13-231628-chain-trace.txt')[:,:-1]
evals = np.loadtxt('2017-08-13-231628-prob.trace.txt')
flt = np.nonzero(evals)
samples = np.squeeze(samples[flt, :]).T
evals = evals[flt]
polynomial_expansion = cp.orth_ttr(3, distribution)
foo_approx = cp.fit_regression(polynomial_expansion, samples, evals)


    

In [83]:

    

deviation = cp.Std(foo_approx, distribution)


    

In [84]:

    

deviation


    

    
Out[84]:





14413446992.388058

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