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Re: (zdog) Re: (4) Estimating continuous functions

by Itatsumaki (Friar)
on Mar 30, 2004 at 09:01 UTC ( #340903=note: print w/replies, xml ) Need Help??

in reply to (zdog) Re: (4) Estimating continuous functions
in thread Estimating continuous functions

If you know the rough form of the functional dependencies, try a multiple linear regression. You can even do that in Excel, and with only three independent variables you would only need a few parameters. Try regressing this:

F(x,y,z) = a0 + (a1 x log(x)) + (a2 x exp{a3/y}) + (a4 x exp{a5/z})

With any luck at all that will give you a reasonably good approximation while only fitting six parameters (a0..a5). YOu didn't indicate how *much* data you have, and if you need to interpolate or extrapolate, which are really important factors in selecting a method.

Other options include finding a multi-dimensional spline libraries (Matlab has one, I think) somewhere. Alternatively, Tilly's suggestion reminded me of the loess smoothers. Those work by considering a span of "nearby" data-points to estimate the local shape curve. There is a multi-dimensional implementation built into the R programming language. The major problem with loess is that memory usage is a quadratic function (O(n2)) of the number of data-points.


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[Eily]: I just wrote a oneliner to solve a (non perl) colleague's problem, and it worked on the first try
[Eily]: and he wasn't impressed
1nickt adds gingersnaps to the platter on the sideboard.
[Eily]: sure it was a pretty standard one liner (of the $h{$1} = $2 if /regex/; END { pp \%h; } variety), but he's not supposed to know that!
[Eily]: what's the point of writing perl if people aren't impressed :P

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