23 lines
563 B
Mathematica
23 lines
563 B
Mathematica
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function estimation = moindres_carres_ecretes(D_app, beta_0, beta_d, d, lambda)
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X = D_app(1, :)';
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Y = D_app(2, :)';
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B = Y - beta_0 * (1 - X).^d - beta_d * (X.^d);
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A = zeros(length(X), d - 1);
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for i = 1:(d - 1)
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A(:, i) = nchoosek(d, i) .* X.^i .* (1 - X).^(d - i);
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end
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slope = (beta_d - beta_0) / (X(length(X)) - X(1));
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beta_barre = slope * (1 / d:1 / d:1 - 1 / d)' + beta_0;
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C = B - A * beta_barre;
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delta_chapeau = (A' * A + lambda * eye(d - 1)) \ (A' * C);
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estimation = beta_barre + delta_chapeau;
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end
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