Smoothing noisy data with spline functions |
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Authors: | M F Hutchinson F R de Hoog |
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Institution: | (1) CSIRO Division of Mathematics and Statistics, GPO Box 1965, 2601 Canberra, ACT, Australia |
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Abstract: | Summary A procedure for calculating the trace of the influence matrix associated with a polynomial smoothing spline of degree2m–1 fitted ton distinct, not necessarily equally spaced or uniformly weighted, data points is presented. The procedure requires orderm
2
n operations and therefore permits efficient orderm
2
n calculation of statistics associated with a polynomial smoothing spline, including the generalized cross validation. The method is a significant improvement over an existing method which requires ordern
3 operations. |
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Keywords: | AMS(MOS): 65D 65K CR: G 1 2 G 1 1 |
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