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`polyfitw` documentation

The `polyfitw` function computes weighted polyfits.

Back to Climate Data Tools Contents. polyfitw computes weighted polyfits.

## Contents

## Syntax

p = polyfitw(x,y,n) p = polyfitw(x,y,n,w) [p,S,mu] = polyfitw(...)

## Description

`p = polyfitw(x,y,n)` calculates the **unweighted** polynomial fit of `x` vs `y` to the nth order, exactly like the standard Matlab `polyfit` function.

`p = polyfitw(x,y,n,w)` specifies weights to apply to each `y` value. For measurements whose formal error estimates are given by err, try using weights `w = 1/err.^2`.

`[p,S,mu] = polyfitw(...)` returns the `S` structure and centering/scaling values `mu` for use in polyval. Don't forget, if you return more than one output (meaning `[p,S,mu]` instead of just `p`), the values in `p` will be scaled according to the values in `mu`.

## Example: 1st order:

Here's some scattered data with a known slope of -12, and some prescribed errors associated with each measurement:

x = [1 1.5 2.1 3 4 6 6.6 7.3 7.5 8 8.6 9 9.5]; err = [1 2 -1 3 6 1 3 -7 4 15 30 25 1]; y = 654 - 12*x + err; % Weights from errors: w = 1./err.^2; figure scatter(x,y,50,w,'filled') hold on axis tight cb = colorbar; ylabel(cb,'weight') cmocean amp

Here's how to use the standard Matlab function `polyfit` to find the unweighted slope of the line

p = polyfit(x,y,1)

p = -10.35 650.99

That tells us the *unweighted* slope is -10.35, although we imposed a slope of -12. The difference is due to the error in the measurements. Notably, you can use the CDT `trend` function to get the same answer:

trend(y,x)

ans = -10.35

The mismatch between the -10.35 slope value and the imposed -12 slope is due to measurement error. Fortunately, we know how much weight to give to each measurement, and we can weight accordingly with `polyfitw`:

pw = polyfitw(x,y,1,w)

pw = -11.90 654.34

Now -11.9 is not exactly the -12 slope we imposed, but this is much closer than the estimate from the unweighted trend. Here's the difference:

xi = 1:10; hold on plot(xi,polyval(p,xi)) plot(xi,polyval(pw,xi)) legend('data points','unweighted','weighted')

## Author Info

This function is part of the Climate Data Toolbox for Matlab. The function and supporting documentation were written by Chad A. Greene of NASA Jet Propulsion Laboratory.