From octave-sources-request at bevo dot che dot wisc dot edu Fri Jun 13 19:40:42 2003
Subject: Re: polyfit.m patch
From: Paul Kienzle <pkienzle at users dot sourceforge dot net>
To: "Pascal A. Dupuis" <Pascal dot Dupuis at esat dot kuleuven dot ac dot be>
Cc: octave-sources at bevo dot che dot wisc dot edu
Date: Fri, 13 Jun 2003 20:41:44 -0400

Pascal A. Dupuis wrote:

>please find herewith enclosed a patch for m/polynomial/polyfit.m.
>The goal is to also return the design matrix, that is, the matrix such
>that yf = X*p. This permits to estimate the standard deviation on
>the coefficients of p: let sy be the square of the standard deviation
>between y and yf, then sigma_p = diag(sqrt(sy * inv(X.'*X)))
>
That is not compatible with the three argument return
option of matlab's polyfit.  Feel free to suggest alternative
return values from wpolyfit in octave-forge which is not
so constrained (and which already returns sigma_p).

Paul Kienzle
pkienzle at users dot sf dot net