Re: [R] best polynomial approximation

2010-05-18 Thread Patrizio Frederic
Dear colleagues, thank you so much for your help. Hans, I think the Remez algorithm is what I need. I will brush up on fortran language. Ravi, thanks anyway, I appreciated. All the best, Patrizio On Tue, May 18, 2010 at 12:10 PM, Hans W Borchers wrote: > > I guess you may be looking for the R

Re: [R] best polynomial approximation

2010-05-18 Thread Hans W Borchers
I guess you may be looking for the Remez algorithm. AFAIK there is no implementation in one of the R packages. You can find FORTRAN code in the Collected Algorithms of the ACM (no. 604) which probably could be called from R. There appears to exist a discrete, equi-distant(?) version as function '

Re: [R] best polynomial approximation

2010-05-17 Thread Ravi Varadhan
. Is this helpful? I am not sure if there are better algorithms in some R packages. Ravi. -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Patrizio Frederic Sent: Monday, May 17, 2010 5:53 PM To: r-help@r-project.org Subject: [R] best

[R] best polynomial approximation

2010-05-17 Thread Patrizio Frederic
Dear R-users, I learned today that there exists an interesting topic in numerical analysis names "best polynomial approximation" (BSA). Given a function f the BSA of degree k, say pk, is the polynomial such that pk=arginf sup(|f-pk|) Although given some regularity condition of f, pk is unique, p