| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 417820 | Computational Statistics & Data Analysis | 2009 | 9 Pages |
Abstract
An efficient algorithm is presented for computing discrete or continuous cubic smoothing splines with uniformly spaced and uniformly weighted measurements. The algorithm computes both the spline values and the generalized cross-validation score. Execution time and memory use are reduced by carefully exploiting the problem’s rich structure. The frequency domain properties of the steady-state cubic spline smoother are also examined.
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
Howard L. Weinert,