annotate scripts/polynomial/polyfit.m @ 14062:5b49cafe0599 stable

Use non-negative, non-positive with hyphens in error messages. * accumarray.m, polyfit.m, factorial.m, nchoosek.m, mcnemar_test.m, find.cc, graphics.cc, sparse.cc: Use non-negative, non-positive with hyphens in error messages for consistency with documentation.
author Rik <octave@nomad.inbox5.com>
date Thu, 15 Dec 2011 22:03:03 -0800
parents 984359717d71
children 614505385171
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1 ## Copyright (C) 1996-2011 John W. Eaton
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2 ##
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3 ## This file is part of Octave.
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4 ##
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5 ## Octave is free software; you can redistribute it and/or modify it
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6 ## under the terms of the GNU General Public License as published by
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7 ## the Free Software Foundation; either version 3 of the License, or (at
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8 ## your option) any later version.
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9 ##
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10 ## Octave is distributed in the hope that it will be useful, but
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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13 ## General Public License for more details.
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14 ##
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15 ## You should have received a copy of the GNU General Public License
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16 ## along with Octave; see the file COPYING. If not, see
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17 ## <http://www.gnu.org/licenses/>.
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18
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19 ## -*- texinfo -*-
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20 ## @deftypefn {Function File} {@var{p} =} polyfit (@var{x}, @var{y}, @var{n})
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21 ## @deftypefnx {Function File} {[@var{p}, @var{s}] =} polyfit (@var{x}, @var{y}, @var{n})
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22 ## @deftypefnx {Function File} {[@var{p}, @var{s}, @var{mu}] =} polyfit (@var{x}, @var{y}, @var{n})
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23 ## Return the coefficients of a polynomial @var{p}(@var{x}) of degree
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24 ## @var{n} that minimizes the least-squares-error of the fit.
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25 ##
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26 ## The polynomial coefficients are returned in a row vector.
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27 ##
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28 ## The second output is a structure containing the following fields:
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29 ##
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30 ## @table @samp
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31 ## @item R
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32 ## Triangular factor R from the QR@tie{}decomposition.
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33 ##
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34 ## @item X
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35 ## The Vandermonde matrix used to compute the polynomial coefficients.
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36 ##
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37 ## @item df
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38 ## The degrees of freedom.
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39 ##
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40 ## @item normr
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41 ## The norm of the residuals.
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42 ##
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43 ## @item yf
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44 ## The values of the polynomial for each value of @var{x}.
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45 ## @end table
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46 ##
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47 ## The second output may be used by @code{polyval} to calculate the
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48 ## statistical error limits of the predicted values.
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49 ##
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50 ## When the third output, @var{mu}, is present the
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51 ## coefficients, @var{p}, are associated with a polynomial in
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52 ## @var{xhat} = (@var{x}-@var{mu}(1))/@var{mu}(2).
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53 ## Where @var{mu}(1) = mean (@var{x}), and @var{mu}(2) = std (@var{x}).
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54 ## This linear transformation of @var{x} improves the numerical
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55 ## stability of the fit.
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56 ## @seealso{polyval, residue}
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57 ## @end deftypefn
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58
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59 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
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60 ## Created: 13 December 1994
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61 ## Adapted-By: jwe
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62
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63 function [p, s, mu] = polyfit (x, y, n)
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64
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65 if (nargin < 3 || nargin > 4)
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66 print_usage ();
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67 endif
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68
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69 if (nargout > 2)
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70 ## Normalized the x values.
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71 mu = [mean(x), std(x)];
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72 x = (x - mu(1)) / mu(2);
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73 endif
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74
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75 if (! size_equal (x, y))
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76 error ("polyfit: X and Y must be vectors of the same size");
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77 endif
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78
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79 if (! (isscalar (n) && n >= 0 && ! isinf (n) && n == fix (n)))
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80 error ("polyfit: N must be a non-negative integer");
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81 endif
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82
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83 y_is_row_vector = (rows (y) == 1);
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84
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85 ## Reshape x & y into column vectors.
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86 l = numel (x);
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87 x = x(:);
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88 y = y(:);
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89
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90 ## Construct the Vandermonde matrix.
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91 v = vander (x, n+1);
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92
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93 ## Solve by QR decomposition.
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94 [q, r, k] = qr (v, 0);
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95 p = r \ (q' * y);
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96 p(k) = p;
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97
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98 if (nargout > 1)
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99 yf = v*p;
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100
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101 if (y_is_row_vector)
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102 s.yf = yf.';
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103 else
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104 s.yf = yf;
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105 endif
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106
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107 s.R = r;
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108 s.X = v;
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109 s.df = l - n - 1;
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110 s.normr = norm (yf - y);
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111 endif
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112
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113 ## Return a row vector.
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114 p = p.';
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115
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116 endfunction
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117
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118 %!test
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119 %! x = [-2, -1, 0, 1, 2];
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120 %! assert(all (all (abs (polyfit (x, x.^2+x+1, 2) - [1, 1, 1]) < sqrt (eps))));
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121
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122 %!error(polyfit ([1, 2; 3, 4], [1, 2, 3, 4], 2))
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123
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124 %!test
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125 %! x = [-2, -1, 0, 1, 2];
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126 %! assert(all (all (abs (polyfit (x, x.^2+x+1, 3) - [0, 1, 1, 1]) < sqrt (eps))));
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127
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128 %!test
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129 %! x = [-2, -1, 0, 1, 2];
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130 %! fail("polyfit (x, x.^2+x+1)");
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131
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132 %!test
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133 %! x = [-2, -1, 0, 1, 2];
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134 %! fail("polyfit (x, x.^2+x+1, [])");
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135
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136 ## Test difficult case where scaling is really needed. This example
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137 ## demonstrates the rather poor result which occurs when the dependent
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138 ## variable is not normalized properly.
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139 ## Also check the usage of 2nd & 3rd output arguments.
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140 %!test
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Ben Abbott <bpabbott@mac.com>
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diff changeset
141 %! x = [ -1196.4, -1195.2, -1194, -1192.8, -1191.6, -1190.4, -1189.2, -1188, \
2df882e69f13 use QR decomposition and normalization for polyfit; normalization for polyval
Ben Abbott <bpabbott@mac.com>
parents: 7411
diff changeset
142 %! -1186.8, -1185.6, -1184.4, -1183.2, -1182];
2df882e69f13 use QR decomposition and normalization for polyfit; normalization for polyval
Ben Abbott <bpabbott@mac.com>
parents: 7411
diff changeset
143 %! y = [ 315571.7086, 315575.9618, 315579.4195, 315582.6206, 315585.4966, \
2df882e69f13 use QR decomposition and normalization for polyfit; normalization for polyval
Ben Abbott <bpabbott@mac.com>
parents: 7411
diff changeset
144 %! 315588.3172, 315590.9326, 315593.5934, 315596.0455, 315598.4201, \
2df882e69f13 use QR decomposition and normalization for polyfit; normalization for polyval
Ben Abbott <bpabbott@mac.com>
parents: 7411
diff changeset
145 %! 315600.7143, 315602.9508, 315605.1765 ];
2df882e69f13 use QR decomposition and normalization for polyfit; normalization for polyval
Ben Abbott <bpabbott@mac.com>
parents: 7411
diff changeset
146 %! [p1, s1] = polyfit (x, y, 10);
2df882e69f13 use QR decomposition and normalization for polyfit; normalization for polyval
Ben Abbott <bpabbott@mac.com>
parents: 7411
diff changeset
147 %! [p2, s2, mu] = polyfit (x, y, 10);
9290
40ba43a4745f fix too optimistic polyfit test
Jaroslav Hajek <highegg@gmail.com>
parents: 9245
diff changeset
148 %! assert (s2.normr < s1.normr)
7500
2df882e69f13 use QR decomposition and normalization for polyfit; normalization for polyval
Ben Abbott <bpabbott@mac.com>
parents: 7411
diff changeset
149
2df882e69f13 use QR decomposition and normalization for polyfit; normalization for polyval
Ben Abbott <bpabbott@mac.com>
parents: 7411
diff changeset
150 %!test
2df882e69f13 use QR decomposition and normalization for polyfit; normalization for polyval
Ben Abbott <bpabbott@mac.com>
parents: 7411
diff changeset
151 %! x = 1:4;
2df882e69f13 use QR decomposition and normalization for polyfit; normalization for polyval
Ben Abbott <bpabbott@mac.com>
parents: 7411
diff changeset
152 %! p0 = [1i, 0, 2i, 4];
2df882e69f13 use QR decomposition and normalization for polyfit; normalization for polyval
Ben Abbott <bpabbott@mac.com>
parents: 7411
diff changeset
153 %! y0 = polyval (p0, x);
2df882e69f13 use QR decomposition and normalization for polyfit; normalization for polyval
Ben Abbott <bpabbott@mac.com>
parents: 7411
diff changeset
154 %! p = polyfit (x, y0, numel(p0)-1);
2df882e69f13 use QR decomposition and normalization for polyfit; normalization for polyval
Ben Abbott <bpabbott@mac.com>
parents: 7411
diff changeset
155 %! assert (p, p0, 1000*eps)
2df882e69f13 use QR decomposition and normalization for polyfit; normalization for polyval
Ben Abbott <bpabbott@mac.com>
parents: 7411
diff changeset
156
2df882e69f13 use QR decomposition and normalization for polyfit; normalization for polyval
Ben Abbott <bpabbott@mac.com>
parents: 7411
diff changeset
157 %!test
2df882e69f13 use QR decomposition and normalization for polyfit; normalization for polyval
Ben Abbott <bpabbott@mac.com>
parents: 7411
diff changeset
158 %! x = 1000 + (-5:5);
2df882e69f13 use QR decomposition and normalization for polyfit; normalization for polyval
Ben Abbott <bpabbott@mac.com>
parents: 7411
diff changeset
159 %! xn = (x - mean (x)) / std (x);
2df882e69f13 use QR decomposition and normalization for polyfit; normalization for polyval
Ben Abbott <bpabbott@mac.com>
parents: 7411
diff changeset
160 %! pn = ones (1,5);
2df882e69f13 use QR decomposition and normalization for polyfit; normalization for polyval
Ben Abbott <bpabbott@mac.com>
parents: 7411
diff changeset
161 %! y = polyval (pn, xn);
2df882e69f13 use QR decomposition and normalization for polyfit; normalization for polyval
Ben Abbott <bpabbott@mac.com>
parents: 7411
diff changeset
162 %! [p, s, mu] = polyfit (x, y, numel(pn)-1);
2df882e69f13 use QR decomposition and normalization for polyfit; normalization for polyval
Ben Abbott <bpabbott@mac.com>
parents: 7411
diff changeset
163 %! [p2, s2] = polyfit (x, y, numel(pn)-1);
2df882e69f13 use QR decomposition and normalization for polyfit; normalization for polyval
Ben Abbott <bpabbott@mac.com>
parents: 7411
diff changeset
164 %! assert (p, pn, s.normr)
2df882e69f13 use QR decomposition and normalization for polyfit; normalization for polyval
Ben Abbott <bpabbott@mac.com>
parents: 7411
diff changeset
165 %! assert (s.yf, y, s.normr)
2df882e69f13 use QR decomposition and normalization for polyfit; normalization for polyval
Ben Abbott <bpabbott@mac.com>
parents: 7411
diff changeset
166 %! assert (mu, [mean(x), std(x)])
7547
40ca9fb9a314 polyfit.m: Fixed tests.
Ben Abbott <bpabbott@mac.com>
parents: 7501
diff changeset
167 %! assert (s.normr/s2.normr < sqrt(eps))
7500
2df882e69f13 use QR decomposition and normalization for polyfit; normalization for polyval
Ben Abbott <bpabbott@mac.com>
parents: 7411
diff changeset
168
2df882e69f13 use QR decomposition and normalization for polyfit; normalization for polyval
Ben Abbott <bpabbott@mac.com>
parents: 7411
diff changeset
169 %!test
2df882e69f13 use QR decomposition and normalization for polyfit; normalization for polyval
Ben Abbott <bpabbott@mac.com>
parents: 7411
diff changeset
170 %! x = [1, 2, 3; 4, 5, 6];
2df882e69f13 use QR decomposition and normalization for polyfit; normalization for polyval
Ben Abbott <bpabbott@mac.com>
parents: 7411
diff changeset
171 %! y = [0, 0, 1; 1, 0, 0];
2df882e69f13 use QR decomposition and normalization for polyfit; normalization for polyval
Ben Abbott <bpabbott@mac.com>
parents: 7411
diff changeset
172 %! p = polyfit (x, y, 5);
2df882e69f13 use QR decomposition and normalization for polyfit; normalization for polyval
Ben Abbott <bpabbott@mac.com>
parents: 7411
diff changeset
173 %! expected = [0, 1, -14, 65, -112, 60]/12;
2df882e69f13 use QR decomposition and normalization for polyfit; normalization for polyval
Ben Abbott <bpabbott@mac.com>
parents: 7411
diff changeset
174 %! assert (p, expected, sqrt(eps))
2df882e69f13 use QR decomposition and normalization for polyfit; normalization for polyval
Ben Abbott <bpabbott@mac.com>
parents: 7411
diff changeset
175
2df882e69f13 use QR decomposition and normalization for polyfit; normalization for polyval
Ben Abbott <bpabbott@mac.com>
parents: 7411
diff changeset
176