I was given a "generic" matrix that I was told was constructed using Legendre Polynomials.
Factor c1 c2 c3 c4 c5 Factor 1 0.2 0.2 0.2 0.2 0.2 Factor 2 -0.3333 -0.1667 0 0.1667 0.3333 Factor 3 0.25 -0.125 -0.25 -0.125 0.25 Factor 4 -0.1667 0.3333 0 -0.3333 0.1667 Factor 5 0.0625 -0.25 0.375 -0.25 0.0625
When I calculate the Legendre polynomials on my own, the weightings produce the same factor shapes, but different numbers as shown below:
Factor c1 c2 c3 c4 c5 Factor 1 1 1 1 1 1 Factor 2 -1 -0.5 0 0.5 1 Factor 3 1 -0.125 -0.5 -0.125 1 Factor 4 -1 0.4375 0 -0.4375 1 Factor 5 1 -0.289 0.375 -0.289 1
Do you know how I can calculate these "generic" weightings? Are they calculated using some variation of Legendre Polynomials?