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LinearRegression`

LinearRegression`

DesignMatrix

As of Version 7.0, DesignMatrix is part of the built-in Wolfram Language kernel.

DesignMatrix[data,funs,vars]

gives the design matrix for data as a linear combination of the functions funs of the variables vars.

Details and Options

To use DesignMatrix, you first need to load the Linear Regression Package using Needs["LinearRegression`"].
The i row of a design matrix contains the values of the basis functions funs evaluated at the values for the i element in data.
The data can have the form {{x₁,y₁,…,f₁},{x₂,y₂,…,f₂},…}, where the number of coordinates x, y, … is equal to the number of variables in the list vars.
The data can also be of the form {f₁,f₂,…}, with a single coordinate assumed to take values 1,2,….
The argument funs can be any list of functions that depend only on the variables vars.
The following option can be given:
IncludeConstant True whether to automatically include a constant as one of the functions
With the default setting IncludeConstant->True, the constant 1 is included as the first entry in the list of basis functions if a constant is not included in funs.

Examples

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Basic Examples (2)

Design matrix for a straight line:

Design matrix for a quadratic curve:

Options (1)

IncludeConstant (1)

Design matrix for a quadratic curve without a constant term:

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