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Re: fit data - trendline through zero
From: |
Eric Ortega |
Subject: |
Re: fit data - trendline through zero |
Date: |
Wed, 16 Dec 1998 01:07:54 -0500 (EST) |
On Wed, 16 Dec 1998, Joao Cardoso wrote:
> Eric Ortega wrote:
<snip>
> >
> > At this point, the `m' in `y=mx':
> >
> > m = sum(x_h'*y_h)/sum(x_h'*x_h);
> >
> why not use:
>
> b = pinv(x)*y
>
> where x and y are column vectors? try "help ols"
>
This would seem reasonable as well, notice that the solution I gave is
only dependent on `sum', I wasn't aware of the pinv function.
In Matlab this function is supported with the \ operator, i.e:
A*x = b <==> x = A\b
Matlab does a pseudoinverse at this point, and generally comes up with a
better solution than the method I gave. I'm not too familiar with octave
yet, did a quick search for a `\' type operator, couldn't find one, and
defaulted to a function based solely on `sum', which I know exists.
adios,
eo
p.s. By "better solution" I mean a little bit better, due to better
handling of number storage issues (rounding and truncating), in no
way is doing what I suggested "wrong". :)