[R] how to compute maximum of fitted polynomial?

[David Winsemius]

On Jun 4, 2013, at 10:15 PM, Hans W Borchers wrote:

> Bert Gunter <gunter.berton <at> gene.com> writes:
>>
>> 1. This looks like a homework question. We should not do homework  
>> here.
>> 2. optim() will only approximate the max.
>> 3. optim() is not the right numerical tool for this anyway.  
>> optimize() is.
>> 4. There is never a guarantee numerical methods will find the max.
>> 5. This can (and should?) be done exactly using elementary math  
>> rather
>> than numerical methods.
>>
>> Cheers,
>> Bert
>
> In the case of polynomials, "elementary math ... methods" can  
> actually be
> executed with R:
>
>    library(polynomial)                 # -6 + 11*x - 6*x^2 + x^3
>    p0 <- polynomial(c(-6, 11, -6, 1))  # has zeros at 1, 2, and 3
>    p1 <- deriv(p0); p2 <- deriv(p1)    # first and second derivative
>    xm <- solve(p1)                     # maxima and minima of p0
>    xmax = xm[predict(p2, xm) < 0]      # select the maxima
>    xmax                                # [1] 1.42265
>
> Obviously, the same procedure will work for polynomials p0 of higher  
> orders.

These look like the functions present in the 'polynom' package  
authored by Bill Venables [aut] (S original), Kurt Hornik [aut, cre]  
(R port), Martin Maechler. I wasn't able to find a 'polynomial'  
package on CRAN. The 'mpoly' package by David Kahle offers  
multivariate symbolic operations as well.

-- 
David.

>
> Hans Werner
>
>
>>> Em 04-06-2013 21:32, Joseph Clark escreveu:
>>>>
>>>> My script fits a third-order polynomial to my data with something  
>>>> like
>>>> this:
>>>>
>>>> model <- lm( y ~ poly(x, 3) )
>>>>
>>>> What I'd like to do is find the theoretical maximum of the  
>>>> polynomial
>>>> (i.e. the x at which "model" predicts the highest y).   
>>>> Specifically, I'd
>>>> like to predict the maximum between 0 <= x <= 1.
>>>>
>>>> What's the best way to accomplish that in R?
>>>>
>>>> Bonus question: can R give me the derivative or 2nd derivative of  
>>>> the
>>>> polynomial?  I'd like to be able to compute these at that maximum  
>>>> point.
>>>>
>>>> Thanks in advance!

--

David Winsemius, MD
Alameda, CA, USA