Re: [R] Need help to locate my mistake

From: Louise Hoffman <louise.hoffman_at_gmail.com>
Date: Mon, 03 Mar 2008 00:46:29 +0100

> This is certainly ***NOT*** correct. (If you really got those numbers
> from Matlab, then Matlab is up to Puttee.)

It was my mistake =) I had calculated the straight line so the edge of the plot was the y-axis =)

> Have you plotted your data?
>
> (1) Fitting a straight line is ridiculous.

Yes, I guess we have to realise that in the project, and explain why it is not good enough =) Next step is to use exponential smoothing =)

> (2) If you are so foolish as to fit a straight line, you get
> theta to have entries -4197.96 (intercept) and 2.16 (slope).
> The line y = 79.69 + 0.18*x is off the edge of the graph and
> does not even appear.

It was clearly a bad mistake of mine! =(

> Yes. The expression (t(x)%*%x)^(-1) is the matrix of entry
> by entry reciprocals of the entries of t(x)%*%x.
>
> You want:
>
> theta <- solve(t(x)%*%x))%*%t(x)%*%y

Thanks =)

> Anyhow, if you're going to use R, why not ***use R***?
>
> fit <- lm(fpi ~ rtime,data=fuelData)
> theta <- coef(fit)
>
> This gives an answer identical to that from the corrected version of
> your ``from scratch'' expression. (That expression, while
> theoretically
> correct, is numerically ill-advised. The cognoscenti use either the
> Choleski or the ``qr'' decomposition of t(x)%*%x to effect the
> calculations.

This is great stuff!



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