[R] how to compute maximum of fitted polynomial?

[Hans W Borchers]

Bert Gunter <gunter.berton <at> gene.com> writes:
> 
> 1. This looks like a homework question. We should not do homework here.
> 2. optim() will only approximate the max.
> 3. optim() is not the right numerical tool for this anyway. optimize() is.
> 4. There is never a guarantee numerical methods will find the max.
> 5. This can (and should?) be done exactly using elementary math rather
> than numerical methods.
> 
> Cheers,
> Bert

In the case of polynomials, "elementary math ... methods" can actually be
executed with R:

    library(polynomial)                 # -6 + 11*x - 6*x^2 + x^3
    p0 <- polynomial(c(-6, 11, -6, 1))  # has zeros at 1, 2, and 3
    p1 <- deriv(p0); p2 <- deriv(p1)    # first and second derivative
    xm <- solve(p1)                     # maxima and minima of p0
    xmax = xm[predict(p2, xm) < 0]      # select the maxima
    xmax                                # [1] 1.42265

Obviously, the same procedure will work for polynomials p0 of higher orders.

Hans Werner


> > Em 04-06-2013 21:32, Joseph Clark escreveu:
> >>
> >> My script fits a third-order polynomial to my data with something like
> >> this:
> >>
> >> model <- lm( y ~ poly(x, 3) )
> >>
> >> What I'd like to do is find the theoretical maximum of the polynomial
> >> (i.e. the x at which "model" predicts the highest y).  Specifically, I'd
> >> like to predict the maximum between 0 <= x <= 1.
> >>
> >> What's the best way to accomplish that in R?
> >>
> >> Bonus question: can R give me the derivative or 2nd derivative of the
> >> polynomial?  I'd like to be able to compute these at that maximum point.
> >>
> >> Thanks in advance!
> >>
> >>
> >> // joseph w. clark , phd , visiting research associate
> >> \\ university of nebraska at omaha - college of IS&T