Dear Petr, Many thanks for the quick response.
I also read this:- https://en.wikipedia.org/wiki/Discrete_orthogonal_polynomials Also I read in ?poly:- The orthogonal polynomial is summarized by the coefficients, which can be used to evaluate it via the three-term recursion given in Kennedy & Gentle (1980, pp. 343-4), and used in the ‘predict’ part of the code. I don't have access to the mentioned book. Out of curiosity, what is the name of the discrete orthogonal polynomial used by R ? What discrete measure is it orthogonal with respect to ? Many thanks, Ashim On Wed, Nov 27, 2019 at 6:11 PM PIKAL Petr <petr.pi...@precheza.cz> wrote: > 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 > <https://stackoverflow.com/questions/39031172/how-poly-generates-orthogonal-polynomials-how-to-understand-the-coefs-ret/39051154#39051154> > > Cheers > Petr > > > -----Original Message----- > > From: R-help <r-help-boun...@r-project.org> On Behalf Of Ashim Kapoor > > Sent: Wednesday, November 27, 2019 12:55 PM > > To: R Help <r-help@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]] > > > > ______________________________________________ > > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide http://www.R-project.org/posting- > > guide.html > > and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.