numpy.polyfit有什么错误? [英] What's the error of numpy.polyfit?

问题描述

我想使用numpy.polyfit进行物理计算，因此我需要误差的大小.

I want to use numpy.polyfit for physical calculations, therefore I need the magnitude of the error.

推荐答案

如果在对

If you specify full=True in your call to polyfit, it will include extra information:

>>> x = np.arange(100)
>>> y = x**2 + 3*x + 5 + np.random.rand(100)
>>> np.polyfit(x, y, 2)
array([ 0.99995888,  3.00221219,  5.56776641])
>>> np.polyfit(x, y, 2, full=True)
(array([ 0.99995888,  3.00221219,  5.56776641]), # coefficients
 array([ 7.19260721]), # residuals
 3, # rank
 array([ 11.87708199,   3.5299267 ,   0.52876389]), # singular values
 2.2204460492503131e-14) # conditioning threshold

返回的残差值是拟合误差的平方和，不确定是否是您要得到的结果

The residual value returned is the sum of the squares of the fit errors, not sure if this is what you are after:

>>> np.sum((np.polyval(np.polyfit(x, y, 2), x) - y)**2)
7.1926072073491056

在1.7版中，还有一个cov关键字将返回系数的协方差矩阵，您可以用它来计算拟合系数本身的不确定性.

In version 1.7 there is also a cov keyword that will return the covariance matrix for your coefficients, which you could use to calculate the uncertainty of the fit coefficients themselves.

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