Doug's MATLAB Video Tutorials

March 2nd, 2012

Recently I had some very noisy data that I wanted to fit a curve to. The problem is there were different regions that were somewhat linear, but the overall data was far from linear. A spline or a polynomial did not capture the behavior in a global sense. What I wanted was the ability to fit a line to each region. SLM does that right out of the box.

I think it is very instructive to look at how this code was packaged up. There is a clearly labeled tutorial that was easy to scan looking for an example like what I wanted to do. All of the files have lots of comments. sometimes more comments that code I think. The files are named coherently so they make a nice package. These are all great things to make a package that other people can use.

By Doug Hull

Doug first used MATLAB in 1994, could not figure it out until he got some help in 1995. He is now dedicated to making sure that no one else wastes a year of their life not knowing MATLAB like he did.

12:37 UTC | Posted in Uncategorized | Permalink | 11 Comments »

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11 Responses to “Piecewise linear curve fitting”

1. Gabriel replied on March 2nd, 2012 at 13:46 UTC :
   

   hpfilter() ?

2. Doug replied on March 2nd, 2012 at 14:36 UTC :
   

   @Gabriel

   Nice! I love it when I can learn about MATLAB functions that I did not know exist! It is a very large product, impossible to know it all!

   Thanks!
   Doug

3. owr replied on March 5th, 2012 at 12:49 UTC :
   

   Nice pick Doug – did you have to specify how many linear segments there are in your data? If so, do you have to specify the location of the knots?

   Thanks!

4. Doug replied on March 5th, 2012 at 13:20 UTC :
   

   I did specify, but the function chooses nice defaults if I did not.

5. Henry replied on April 16th, 2012 at 19:23 UTC :
   

   Hi Doug, can you show me the codes you used to generate the fitting?

6. James replied on April 18th, 2012 at 05:50 UTC :
   

   Yeah, code would have been nice – how can I learn this without an example to display some metacognitiion? Not trying to complain, but kind of lame.

7. Doug replied on April 18th, 2012 at 10:27 UTC :
   

   @Henry, James

   The link to the code is in the first paragraph of the post.

   http://www.mathworks.com/matlabcentral/fileexchange/24443-slm-shape-language-modeling

   I have confirmed it works.

   Doug

8. Peyman replied on August 10th, 2012 at 10:01 UTC :
   

   MATLAB R2012a didn’t find “hpfilter” in help !!!

9. doug replied on August 13th, 2012 at 08:21 UTC :
   

   @Petman,

   It is in the econometrics toolbox.

10. Kevin replied on October 26th, 2012 at 17:45 UTC :
    

    Hi Doug, great code. I was wondering if there was a way to specify a range for the interior knots. For example, if I have x-axis data ranging in value from 0 to 10, and I want 4 knots, the first at 0, the last at 10, and the middle 2 at or between 4 and 8. Is there a way to make this happen using your slm toolbox? The ‘interior knots’ just puts the knots at any number great than 0 or less than 10, I believe. Thanks!

11. Doug replied on November 1st, 2012 at 13:35 UTC :
    

    Check with the original author. I am only promoting it.

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<pre class="code">
a = magic(3);
sum(a)
</pre>

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