Mercurial > hg > octave-nkf
view scripts/polynomial/polyfit.m @ 4939:22388c7625a0
[project @ 2004-08-10 04:33:51 by jwe]
author | jwe |
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date | Tue, 10 Aug 2004 04:33:51 +0000 |
parents | 96a25f032846 |
children | 4c8a2e4e0717 |
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## Copyright (C) 1996, 1997 John W. Eaton ## ## This file is part of Octave. ## ## Octave is free software; you can redistribute it and/or modify it ## under the terms of the GNU General Public License as published by ## the Free Software Foundation; either version 2, or (at your option) ## any later version. ## ## Octave is distributed in the hope that it will be useful, but ## WITHOUT ANY WARRANTY; without even the implied warranty of ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU ## General Public License for more details. ## ## You should have received a copy of the GNU General Public License ## along with Octave; see the file COPYING. If not, write to the Free ## Software Foundation, 59 Temple Place - Suite 330, Boston, MA ## 02111-1307, USA. ## -*- texinfo -*- ## @deftypefn {Function File} {[@var{p}, @var{s}] =} polyfit (@var{x}, @var{y}, @var{n}) ## Return the coefficients of a polynomial @var{p}(@var{x}) of degree ## @var{n} that minimizes ## @iftex ## @tex ## $$ ## \sum_{i=1}^N (p(x_i) - y_i)^2 ## $$ ## @end tex ## @end iftex ## @ifinfo ## @code{sumsq (p(x(i)) - y(i))}, ## @end ifinfo ## to best fit the data in the least squares sense. ## ## The polynomial coefficients are returned in a row vector. ## ## If two output arguments are requested, the second is a structure ## containing the following fields: ## ## @table @code ## @item R ## The Cholesky factor of the Vandermonde matrix used to compute the ## polynomial coefficients. ## @item X ## The Vandermonde matrix used to compute the polynomial coefficients. ## @item df ## The degrees of freedom. ## @item normr ## The norm of the residuals. ## @item yf ## The values of the polynomial for each value of @var{x}. ## @end table ## @end deftypefn ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Created: 13 December 1994 ## Adapted-By: jwe function [p, s, mu] = polyfit (x, y, n) if (nargin != 3) usage ("polyfit (x, y, n)"); endif if (! (isvector (x) && isvector (y) && size (x) == size (y))) error ("polyfit: x and y must be vectors of the same size"); endif if (! (isscalar (n) && n >= 0 && ! isinf (n) && n == round (n))) error ("polyfit: n must be a nonnegative integer"); endif y_is_row_vector = (rows (y) == 1); l = length (x); x = reshape (x, l, 1); y = reshape (y, l, 1); X = (x * ones (1, n+1)) .^ (ones (l, 1) * (n : -1 : 0)); p = X \ y; if (nargout > 1) yf = X*p; if (y_is_row_vector) s.yf = yf.'; else s.yf = yf; endif [s.R, dummy] = chol (X'*X); s.X = X; s.df = l - n - 1; s.normr = norm (yf - y); endif endfunction