Uncertainties in polyfit having error in dependent variable (y)
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Suppose I have data set... t=y(t)+- error, then what will be the error on the fitted line using polyfit...please.........
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Star Strider
2014년 8월 23일
If you request the ‘S’-structure from polyfit, polyval will produce error bounds if you ask it for delta. See the documentation for details.
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Star Strider
2014년 8월 25일
It seems you want to do weighted fitting, probably inverse-variance fitting.
You cannot do weighted fitting with polyfit, at least to the best of my knowledge.
Since polynomial fitting is essentially a linear regression, you can use the core MATLAB lscov function to do weighted regression with a polynomial fit. (See the ‘Examples’ section.) I haven’t done that (I have the Statistics Toolbox that has its own functions for weighted fitting), but I would experiment with the X matrix in Example 1 and Example 2 as something like:
X = [ones(size(x)) x x.^2 x.^3];
(with x and y as column vectors), and so on for as many powers of x as you want.
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