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Multivariate Polynomial fitting with NumPy

Project description

Holds a python function to perform multivariate polynomial regression in Python using NumPy

[See related question on stackoverflow](http://stackoverflow.com/questions/10988082/multivariate-polynomial-regression-with-numpy)

This is similar to numpy’s polyfit function but works on multiple covariates

Origin

This code originated from the following question on StackOverflow

[http://stackoverflow.com/questions/10988082/multivariate-polynomial-regression-with-numpy](http://stackoverflow.com/questions/10988082/multivariate-polynomial-regression-with-numpy)

Author

[Matthew Rocklin](http://matthewrocklin.com)

License

New BSD license. See LICENSE.txt

Disclaimer

This is not commonly used method. Probably you should look into some sort of L1 regularization.

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