[R] Polynomial fitting
Prof Brian Ripley
ripley at stats.ox.ac.uk
Thu Aug 16 14:42:22 CEST 2007
It is easier to use poly(raw=TRUE), and better to use poly() with
orthogonal polynomials.
The original poster shows signs of having read neither the help for
predict.lm nor the posting guide, and so almost certainly misused the
predict method.
On Thu, 16 Aug 2007, Jon Minton wrote:
> Remember that polynomials of the form
>
> y = b1*x + b2*x^2 + ... + bm*x^m
>
> fit the linear regression equation form
>
> Y = beta_1*x_1 + beta_2*x_2 + ... + beta_m*x_m
>
> If one sets (from the 1st to the 2nd equation)
> x -> x_1
> x^2 -> x_2
> x^3 -> x_3
> etc.
>
> In R this is easy, just use the identity operator I() when specifying the
> equation.
> e.g. for a 3rd order polynomial:
>
> model <- lm(Y ~ x + I(x^2) + I(x^3) + I(x^4))
>
> hth, Jon
>
> ***********
>
> I'm looking some way to do in R a polynomial fit, say like polyfit
> function of Octave/MATLAB.
>
> For who don't know, c = polyfit(x,y,m) finds the coefficients of a
> polynomial p(x) of degree m that fits the data, p(x[i]) to y[i], in a
> least squares sense. The result c is a vector of length m+1 containing
> the polynomial coefficients in descending powers:
> p(x) = c[1]*x^n + c[2]*x^(n-1) + ... + c[n]*x + c[n+1]
>
> For prediction, one can then use function polyval like the following:
>
> y0 = polyval( polyfit( x, y, degree ), x0 )
>
> y0 are the prediction values at points x0 using the given polynomial.
>
> In R, we know there is lm for 1-degree polynomial:
> lm( y ~ x ) == polyfit( x, y, 1 )
>
> and for prediction I can just create a function like:
> lsqfit <- function( model, xx ) return( xx * coefficients(model)[2] +
> coefficients(model)[1] );
> and then: y0 <- lsqfit(x0)
> (I've tried with predict.lm( model, newdata=x0 ) but obtain a bad result)
>
> For a degree greater than 1, say m, what can I use.??
> I've tried with
> lm( y ~ poly(x, degree=m) )
> I've also looked at glm, nlm, approx, ... but with these I can't
> specify the polynomial degree.
>
> Thank you so much!
>
> Sincerely,
>
> -- Marco
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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