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Topic: Numerical integration of polyfit coefficients
Replies: 6   Last Post: Dec 12, 2013 5:50 PM

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John D'Errico

Posts: 9,130
Registered: 12/7/04
Re: Numerical integration of polyfit coefficients
Posted: Dec 12, 2013 5:38 PM
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TideMan <> wrote in message <>...
> On Friday, December 13, 2013 7:59:28 AM UTC+13, John D'Errico wrote:
> > "Rajin " <> wrote in message <l8ctcd$jrp$>...

> My question is: why fit a curve at all?
> Why not do numerical integration of the histogram/pdf?

A valid question. One that I cannot answer, since we have
been given no information about the purposes of this task.

I suppose if one wishes to compute an approximate CDF
given data, based on a curve fit, one might do as the OP
has asked. Even then, a valid question is why they are
doing it this way. Asking for a high degree of accuracy
from a sampled histogram, then doing it using a 12th
degree polynomial is just plain silly, IMHO.

I might suggest a simple interpolation. Perhaps piecewise
linear, or at most pchip which has nice interpolation
properties for such a problem. Trivial to integrate. Trivial
to use.

Too often I see someone come along with a problem to
solve that was given to them by someone above. Knowing
no better, they try to move heaven and earth to do as they
were told, regardless of the foolishness of the task.


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