Package com.actelion.research.util
Class SmoothingSplineInterpolator
- java.lang.Object
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- com.actelion.research.util.SmoothingSplineInterpolator
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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
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Constructor Summary
Constructors Constructor Description SmoothingSplineInterpolator()
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description double
getLambda()
double
getResiduals()
double[]
getSigma()
double
getSmoothing()
FastSpline
interpolate(double[] x, double[] y)
void
setLambda(double d)
void
setSigma(double[] ds)
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Method Detail
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interpolate
public FastSpline interpolate(double[] x, double[] y)
- See Also:
org.apache.commons.math.analysis.UnivariateRealInterpolator#interpolate(double[], double[])
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getResiduals
public double getResiduals()
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getSmoothing
public double getSmoothing()
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getLambda
public double getLambda()
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getSigma
public double[] getSigma()
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setLambda
public void setLambda(double d)
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setSigma
public void setSigma(double[] ds)
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