What type of orthogonal polynomials does R use?
poly
uses QR factorization, as described in some detail in this answer.
I think that what you really seem to be looking for is how to replicate the output of R's poly
using python.
Here I have written a function to do that based on R's implementation. I have also added some comments so that you can see the what the equivalent statements in R look like:
import numpy as npdef poly(x, degree): xbar = np.mean(x) x = x - xbar # R: outer(x, 0L:degree, "^") X = x[:, None] ** np.arange(0, degree+1) #R: qr(X)$qr q, r = np.linalg.qr(X) #R: r * (row(r) == col(r)) z = np.diag((np.diagonal(r))) # R: Z = qr.qy(QR, z) Zq, Zr = np.linalg.qr(q) Z = np.matmul(Zq, z) # R: colSums(Z^2) norm1 = (Z**2).sum(0) #R: (colSums(x * Z^2)/norm2 + xbar)[1L:degree] alpha = ((x[:, None] * (Z**2)).sum(0) / norm1 +xbar)[0:degree] # R: c(1, norm2) norm2 = np.append(1, norm1) # R: Z/rep(sqrt(norm1), each = length(x)) Z = Z / np.reshape(np.repeat(norm1**(1/2.0), repeats = x.size), (-1, x.size), order='F') #R: Z[, -1] Z = np.delete(Z, 0, axis=1) return [Z, alpha, norm2];
Checking that this works:
x = np.arange(10) + 1degree = 9poly(x, degree)
The first row of the returned matrix is
[-0.49543369, 0.52223297, -0.45342519, 0.33658092, -0.21483446, 0.11677484, -0.05269379, 0.01869894, -0.00453516],
compared to the same operation in R
poly(1:10, 9)# [1] -0.495433694 0.522232968 -0.453425193 0.336580916 -0.214834462# [6] 0.116774842 -0.052693786 0.018698940 -0.004535159