I'm programming an n-dimensional polynomial fitting function. It uses the basic concept of least squares and a design matrix.
For example, a quadratic fit on 2d data:
This is a row in the design Matrix:
X=(1,x,x2)
And this is the matrix formula I'm using:
(XT∗X)−1(XT∗Y)=Ax2+Bx+C
This is nothing special or complicated.
I'm at the point however where I'd like to introduce confidence intervals. How do I compute the confidence intervals from this regression technique?
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