Hi Your questions are beyound my expertise. Maybe others could answer it.
However, if you know enough theorethical statistics, you could get many answers searching e.g. R lm poly Cheers Petr From: Ashim Kapoor <ashimkap...@gmail.com> Sent: Wednesday, November 27, 2019 4:18 PM To: PIKAL Petr <petr.pi...@precheza.cz> Cc: R Help <r-help@r-project.org> Subject: Re: [R] Orthogonal polynomials used by R Dear Petr, Many thanks for the quick response. I also read this:- https://en.wikipedia.org/wiki/Discrete_orthogonal_polynomials Also I read in ?poly:- The orthogonal polynomial is summarized by the coefficients, which can be used to evaluate it via the three-term recursion given in Kennedy & Gentle (1980, pp. 343-4), and used in the ‘predict’ part of the code. I don't have access to the mentioned book. Out of curiosity, what is the name of the discrete orthogonal polynomial used by R ? What discrete measure is it orthogonal with respect to ? Many thanks, Ashim On Wed, Nov 27, 2019 at 6:11 PM PIKAL Petr <mailto:petr.pi...@precheza.cz> wrote: You could get answer quickly by searching net. https://stackoverflow.com/questions/39031172/how-poly-generates-orthogonal-polynomials-how-to-understand-the-coefs-ret/39051154#39051154 Cheers Petr > -----Original Message----- > From: R-help <mailto:r-help-boun...@r-project.org> On Behalf Of Ashim Kapoor > Sent: Wednesday, November 27, 2019 12:55 PM > To: R Help <mailto:r-help@r-project.org> > Subject: [R] Orthogonal polynomials used by R > > Dear All, > > I have created a time trend by doing x<-1:93 because I have a time series > with 93 data points. Next I did :- > > y = lm(series ~ poly(x,4))$residuals > > to detrend series. > > I choose this 4 as the order of my polynomial using cross validation/ > checking the absence of trend in the residuals so I think I have not overfit > this series. > > I wish to document the formula of poly(x,4). I am not able to find it in ?poly > > Can someone please tell me what the formula for the orthogonal > polynomial used by R is ? > > Thank you, > Ashim > > [[alternative HTML version deleted]] > > ______________________________________________ > mailto:R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting- > guide.html > and provide commented, minimal, self-contained, reproducible code.
______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
