[R] Orthogonal polynomials used by R

PIKAL Petr
Wed, 27 Nov 2019 12:41:11 -0000

You could get answer quickly by searching net.

https://stackoverflow.com/questions/39031172/how-poly-generates-orthogonal-p
olynomials-how-to-understand-the-coefs-ret/39051154#39051154

Cheers
Petr

> -----Original Message-----
> From: R-help <r-help-bounces at r-project.org> On Behalf Of Ashim
Kapoor
> Sent: Wednesday, November 27, 2019 12:55 PM
> To: R Help <r-help at r-project.org>
> Subject: [R] Orthogonal polynomials used by R
>
> Dear All,
>
> I have created a time trend by doing x<-1:93 because I have a time
series
> with 93 data points. Next I did :-
>
> y = lm(series ~ poly(x,4))$residuals
>
> to detrend series.
>
> I choose this 4 as the order of my polynomial using cross validation/
> checking the absence of trend in the residuals so I think I have not
overfit
> this series.
>
> I wish to document the formula of poly(x,4). I am not able to find it in
?poly
>
> Can someone please tell me what the formula for the orthogonal
> polynomial used by R is ?
>
> Thank you,
> Ashim
>
> 	[[alternative HTML version deleted]]
>
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