function [p,S,mu] = myPolyfit(x,y,n) % POLYFIT Fit polynomial to data. % POLYFIT(X,Y,N) finds the coefficients of a polynomial P(X) of % degree N that fits the data, P(X(I))~=Y(I), in a least-squares sense. % % [P,S] = POLYFIT(X,Y,N) returns the polynomial coefficients P and a % structure S for use with POLYVAL to obtain error estimates on % predictions. If the errors in the data, Y, are independent normal % with constant variance, POLYVAL will produce error bounds which % contain at least 50% of the predictions. % % The structure S contains the Cholesky factor of the Vandermonde % matrix (R), the degrees of freedom (df), and the norm of the % residuals (normr) as fields. % % [P,S,MU] = POLYFIT(X,Y,N) finds the coefficients of a polynomial % in XHAT = (X-MU(1))/MU(2) where MU(1) = mean(X) and MU(2) = std(X). % This centering and scaling transformation improves the numerical % properties of both the polynomial and the fitting algorithm. % % Warning messages result if N is >= length(X), if X has repeated, or % nearly repeated, points, or if X might need centering and scaling. % % See also POLY, POLYVAL, ROOTS. % Copyright 1984-2002 The MathWorks, Inc. % $Revision: 5.17 $ $Date: 2002/04/09 00:14:25 $ % The regression problem is formulated in matrix format as: % % y = V*p or % % 3 2 % y = [x x x 1] [p3 % p2 % p1 % p0] % % where the vector p contains the coefficients to be found. For a % 7th order polynomial, matrix V would be: % % V = [x.^7 x.^6 x.^5 x.^4 x.^3 x.^2 x ones(size(x))]; if ~isequal(size(x),size(y)) error('X and Y vectors must be the same size.') end x = x(:); y = y(:); if nargout > 2 mu = [mean(x); std(x)]; x = (x - mu(1))/mu(2); end % Construct Vandermonde matrix. V(:,n+1) = ones(length(x),1); for j = n:-1:1 V(:,j) = x.*V(:,j+1); end % Solve least squares problem, and save the Cholesky factor. [Q,R] = qr(V,0); ws = warning('off','all'); p = R\(Q'*y); % Same as p = V\y; warning(ws); if size(R,2) > size(R,1) warning('MATLAB:polyfit:PolyNotUnique', ... 'Polynomial is not unique; degree >= number of data points.') elseif condest(R) > 1.0e10 if nargout > 2 warning('MATLAB:polyfit:RepeatedPoints', ... 'Polynomial is badly conditioned. Remove repeated data points.') else warning('MATLAB:polyfit:RepeatedPointsOrRescale', ... ['Polynomial is badly conditioned. Remove repeated data points\n' ... ' or try centering and scaling as described in HELP POLYFIT.']) end end r = y - V*p; p = p.'; % Polynomial coefficients are row vectors by convention. % S is a structure containing three elements: the Cholesky factor of the % Vandermonde matrix, the degrees of freedom and the norm of the residuals. S.R = R; S.df = length(y) - (n+1); S.normr = norm(r);