Calculation of cubic smoothing splines for equally spaced data

Summary A method is described for fitting cubic smoothing splines to samples of equally spaced data. The method is based on the canonical decomposition of the linear transformation from the data to the fitted values. Techniques for estimating the required amount of smoothing, including generalized cross validation, may easily be integrated into the calculations. For large samples the method is fast and does not require prohibitively large data storage.