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Hello,
I have tried to used the code for my database and it seems to me that there is an error relating to nodes of polynomials.
U, W = polynoms.getNodesAndWeights(
ot.Indices([legendre_quadrature_order] * dimension * 2))
would create nodes U independent of the domain of definition. Thus
X = np.repeat(scale, 2) * U + np.repeat(shift, 2)
would create X which exceed the domain of definition. In consequence, we would get nan for matrix C.
Could you please try to fix this problem? Thank you in advance.
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