Contents

BASIS_EMP Polynomial chaos basis constrauction using moment substitution.

[P] = BASIS_EMP(K,s,ext) return basis polynomials (K+1 per dimension,
ND=length(mom(1,:)))
Require 2+K-1 moments per dimension (2+K if ext==norm)
Default values for ext is '' (no normalization).
Warning: might require a second orthogonalization for more precision