numpy.polynomial.legendre.legfit¶

numpy.polynomial.legendre.
legfit
(x, y, deg, rcond=None, full=False, w=None)[source]¶ 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 1D the returned coefficients will also be 1D. If y is 2D multiple fits are done, one for each column of y, and the resulting coefficients are stored in the corresponding columns of a 2D return. The fitted polynomial(s) are in the form
where n is deg.
Parameters: x : array_like, shape (M,)
xcoordinates of the M sample points
(x[i], y[i])
.y : array_like, shape (M,) or (M, K)
ycoordinates of the sample points. Several data sets of sample points sharing the same xcoordinates can be fitted at once by passing in a 2Darray that contains one dataset per column.
deg : int or 1D 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 2e16 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 contribution of each point
(x[i],y[i])
to the fit is weighted by w[i]. Ideally the weights are chosen so that the errors of the productsw[i]*y[i]
all have the same variance. The default value is None.New in version 1.5.0.
Returns: coef : ndarray, shape (M,) or (M, K)
Legendre coefficients ordered from low to high. If y was 2D, 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
resid – sum of squared residuals of the least squares fit rank – the numerical rank of the scaled Vandermonde matrix sv – singular values of the scaled Vandermonde matrix rcond – value of rcond.
For more details, see linalg.lstsq.
Warns: RankWarning
The rank of the coefficient matrix in the leastsquares fit is deficient. The warning is only raised if full = False. The warnings can be turned off by
>>> import warnings >>> warnings.simplefilter('ignore', RankWarning)
See also
chebfit
,polyfit
,lagfit
,hermfit
,hermefit
legval
 Evaluates a Legendre series.
legvander
 Vandermonde matrix of Legendre series.
legweight
 Legendre weight function (= 1).
linalg.lstsq
 Computes a leastsquares fit from the matrix.
scipy.interpolate.UnivariateSpline
 Computes spline fits.
Notes
The solution is the coefficients of the Legendre series p that minimizes the sum of the weighted squared errors
where are the weights. This problem is solved by setting up as the (typically) overdetermined matrix equation
where V is the weighted pseudo Vandermonde matrix of x, c are the coefficients to be solved for, w are the weights, and y are the observed values. This equation is then solved using the singular value decomposition of V.
If some of the singular values of V are so small that they are neglected, then a RankWarning will be issued. This means that the coefficient values may be poorly determined. Using a lower order fit will usually get rid of the warning. The rcond parameter can also be set to a value smaller than its default, but the resulting fit may be spurious and have large contributions from roundoff error.
Fits using Legendre series are usually better conditioned than fits using power series, but much can depend on the distribution of the sample points and the smoothness of the data. If the quality of the fit is inadequate splines may be a good alternative.
References
[R69] Wikipedia, “Curve fitting”, http://en.wikipedia.org/wiki/Curve_fitting