polymat.src

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/*
** polymat.src
** (C) Copyright 1988-1998 by Aptech Systems, Inc.
** All Rights Reserved.
**
** This Software Product is PROPRIETARY SOURCE CODE OF APTECH
** SYSTEMS, INC.    This File Header must accompany all files using
** any portion, in whole or in part, of this Source Code.   In
** addition, the right to create such files is strictly limited by
** Section 2.A. of the GAUSS Applications License Agreement
** accompanying this Software Product.
**
** If you wish to distribute any portion of the proprietary Source
** Code, in whole or in part, you must first obtain written
** permission from Aptech Systems.
**
**
**> polymat
**
**  Purpose:    Returns a matrix containing the powers of the elements
**              of x from 1 to p.
**
**  Format:     y = polymat(x,p);
**
**  Input:      x    NxK matrix.
**
**              p    scalar, positive integer.
**
**  Output:     x    Nx(p*K) matrix containing powers of the elemants
**                   of x from 1 to p.  The first K columns will contain
**                   first powers, the second K columns contain the second
**                   powers, and so on.
**
**  Remarks:    To do polynomial regression use olsx:
**
**                     { u,m,b } = olsx(y,polymat(x,p));
**
**  Globals:    None
*/

proc polymat(x1,p);
    local i,x,xd;
    i = 2;
    x = x1;
    xd = x1;
    do until i > p;
        xd = xd.*x1;
        x = x~xd;
        i = i+1;
    endo;
    retp(x);
endp;