oordinates of the M sample points ``(x[i], y[i])``. y : array_like, shape (M,) or (M, K) y-coordinates of the sample points. Several data sets of sample points sharing the same x-coordinates can be fitted at once by passing in a 2D-array that contains one dataset per column. deg : int or 1-D array_like Degree(s) of the fitting polynomials. If `deg` is a single integer all terms up to and including the `deg`'th term are included in the fit. For NumPy versions >= 1.11.0 a list of integers specifying the degrees of the terms to include may be used instead. rcond : float, optional Relative condition number of the fit. Singular values smaller than this relative to the largest singular value will be ignored. The default value is len(x)*eps, where eps is the relative precision of the float type, about 2e-16 in most cases. full : bool, optional Switch determining nature of return value. When it is False (the default) just the coefficients are returned, when True diagnostic information from the singular value decomposition is also returned. w : array_like, shape (`M`,), optional Weights. If not None, the weight ``w[i]`` applies to the unsquared residual ``y[i] - y_hat[i]`` at ``x[i]``. Ideally the weights are chosen so that the errors of the products ``w[i]*y[i]`` all have the same variance. When using inverse-variance weighting, use ``w[i] = 1/sigma(y[i])``. The default value is None. Returns ------- coef : ndarray, shape (M,) or (M, K) Hermite coefficients ordered from low to high. If `y` was 2-D, the coefficients for the data in column k of `y` are in column `k`. [residuals, rank, singular_values, rcond] : list These values are only returned if ``full == True`` - residuals -- sum of squared residuals of the least squares fit - rank -- the numerical rank of the scaled Vandermonde matrix - singular_values -- singular values of the scaled Vandermonde matrix - rcond -- value of `rcond`. For more details, see `numpy.linalg.lstsq`. Warns ----- RankWarning The rank of the coefficient matrix in the least-squares fit is deficient. The warning is only raised if ``full = False``. The warnings can be turned off by >>> import warnings >>> warnings.simplefilter('ignore', np.exceptions.RankWarning) See Also -------- numpy.polynomial.chebyshev.chebfit numpy.polynomial.legendre.legfit numpy.polynomial.polynomial.polyfit numpy.polynomial.hermite.hermfit numpy.polynomial.laguerre.lagfit hermeval : Evaluates a Hermite series. hermevander : pseudo Vandermonde matrix of Hermite series. hermeweight : HermiteE weight function. numpy.linalg.lstsq : Computes a least-squares fit from the matrix. scipy.interpolate.UnivariateSpline : Computes spline fits. Notes ----- The solution is the coefficients of the HermiteE series `p` that minimizes the sum of the weighted squared errors .. math:: E = \sum_j w_j^2 * |y_j - p(x_j)|^2, where the :math:`w_j` are the weights. This problem is solved by setting up the (typically) overdetermined matrix equation .. math:: V(x) * c = w * y, where `V` is the pseudo Vandermonde matrix of `x`, the elements of `c` are the coefficients to be solved for, and the elements of `y` are the observed values. This equation is then solved using the singular value decomposition of `V`. If some of the singular values of `V` are so small that they are neglected, then a `~exceptions.RankWarning` will be issued. This means that the coefficient values may be poorly determined. Using a lower order fit will usually get rid of the warning. The `rcond` parameter can also be set to a value smaller than its default, but the resulting fit may be spurious and have large contributions from roundoff error. Fits using HermiteE series are probably most useful when the data can be approximated by ``sqrt(w(x)) * p(x)``, where ``w(x)`` is the HermiteE weight. In that case the weight ``sqrt(w(x[i]))`` should be used together with data values ``y[i]/sqrt(w(x[i]))``. The weight function is available as `hermeweight`. References ---------- .. [1] Wikipedia, "Curve fitting", https://en.wikipedia.org/wiki/Curve_fitting Examples -------- >>> import numpy as np >>> from numpy.polynomial.hermite_e import hermefit, hermeval >>> x = np.linspace(-10, 10) >>> rng = np.random.default_rng() >>> err = rng.normal(scale=1./10, size=len(x)) >>> y = hermeval(x, [1, 2, 3]) + err >>> hermefit(x, y, 2) array([1.02284196, 2.00032805, 2.99978457]) # may vary )