A fast compact algorithm for cubic spline smoothing

Howard L. Weinert

Computational Statistics & Data Analysis, 2009, vol. 53, issue 4, 932-940

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.

Date: 2009
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