Function legfit

numpy/polynomial/legendre.py:1296–1420

Least squares fit of Legendre series to data. Return the coefficients of a Legendre series of degree `deg` that is the least squares fit to the data values `y` given at points `x`. If `y` is 1-D the returned coefficients will also be 1-D. If `y` is 2-D multiple fits are done, o

(x, y, deg, rcond=None, full=False, w=None)

def legfit(x, y, deg, rcond=None, full=False, w=None):
    """
    Least squares fit of Legendre series to data.

    Return the coefficients of a Legendre series of degree `deg` that is the
    least squares fit to the data values `y` given at points `x`. If `y` is
    1-D the returned coefficients will also be 1-D. If `y` is 2-D multiple
    fits are done, one for each column of `y`, and the resulting
    coefficients are stored in the corresponding columns of a 2-D return.
    The fitted polynomial(s) are in the form

    .. math::  p(x) = c_0 + c_1 * L_1(x) + ... + c_n * L_n(x),

    where `n` is `deg`.

    Parameters
    ----------
    x : array_like, shape (M,)
        x-coordinates of the M sample points ``(x[i], y[i])``.
    y : array_like, shape (M,) or (M, K)
        y-coordinates of the sample points. Several data sets of sample
        points sharing the same x-coordinates can be fitted at once by
        passing in a 2D-array that contains one dataset per column.
    deg : int or 1-D array_like
        Degree(s) of the fitting polynomials. If `deg` is a single integer
        all terms up to and including the `deg`'th term are included in the
        fit. For NumPy versions >= 1.11.0 a list of integers specifying the
        degrees of the terms to include may be used instead.
    rcond : float, optional
        Relative condition number of the fit. Singular values smaller than
        this relative to the largest singular value will be ignored. The
        default value is len(x)*eps, where eps is the relative precision of
        the float type, about 2e-16 in most cases.
    full : bool, optional
        Switch determining nature of return value. When it is False (the
        default) just the coefficients are returned, when True diagnostic
        information from the singular value decomposition is also returned.
    w : array_like, shape (`M`,), optional
        Weights. If not None, the weight ``w[i]`` applies to the unsquared
        residual ``y[i] - y_hat[i]`` at ``x[i]``. Ideally the weights are
        chosen so that the errors of the products ``w[i]*y[i]`` all have the
        same variance.  When using inverse-variance weighting, use
        ``w[i] = 1/sigma(y[i])``.  The default value is None.

    Returns
    -------
    coef : ndarray, shape (M,) or (M, K)
        Legendre coefficients ordered from low to high. If `y` was
        2-D, the coefficients for the data in column k of `y` are in
        column `k`. If `deg` is specified as a list, coefficients for
        terms not included in the fit are set equal to zero in the
        returned `coef`.

    [residuals, rank, singular_values, rcond] : list
        These values are only returned if ``full == True``

        - residuals -- sum of squared residuals of the least squares fit
        - rank -- the numerical rank of the scaled Vandermonde matrix