Calculation of the smoothing spline with weighted roughness measure
نویسنده
چکیده
The (cubic) smoothing spline, of Schoenberg [S64] and Reinsch [R67], [R71], has become the most commonly used spline, particularly after the introduction of generalized cross validation by Craven and Wahba [CW79] for an automatic choice of the smoothing parameter. It is the purpose of this note to derive the computational details, in terms of B-splines, for the construction of the weighted smoothing spline, in hopes of promoting its use. The λ-weighted smoothing spline is the unique minimizer of
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