Class SmoothingSplineInterpolator


  • public class SmoothingSplineInterpolator
    extends java.lang.Object
    Smoothing Spline Interpolator based on the algorithm described at http://www.qmw.ac.uk/~ugte133/book/11_tsd/splines.pdf

    The Smoothing Spline is used to minimize Sum(sqr((Si-yi)/sigmai)) + lambda*Sum(sqr(S''i))
  • If lambda=0 (default), this is equivalent to the cubic spline interpolation
  • If lambda=Infinity, this is equivalent to the least square fitting
    FastSpline spline = new SmoothingSplineInterpolator().interpolate(X, Y);
Author:
freyssj