[SciPy-User] orthonormal polynomials (cont.)

[josef.pktd at gmail.com]

(I'm continuing the story with orthogonal polynomial density
estimation, and found a nice new paper
http://www.informaworld.com/smpp/content~db=all~content=a933669464 )

Last time I managed to get orthonormal polynomials out of scipy with
weight 1, and it worked well for density estimation.

Now, I would like to construct my own orthonormal polynomials for
arbitrary weights. (The weights represent a base density around which
we make the polynomial expansion).

The reference refers to Gram-Schmidt or Emmerson recurrence.

Is there a reasonably easy way to get the polynomial coefficients for
this with numscipython?

Thanks,

Josef