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Re: Smoothing Spline -- any existing efficient routines? [message #93512 is a reply to message #72088]

Tue, 09 August 2016 08:11

florishj
Messages: 1
Registered: August 2016

Junior Member

There appears to be a bug in the line

D(1) = Y(1) - LAMBDA * (F(1) * Q(1) + R(1) * Q(2)) * SIGM(0)

I believe the last term should be SIGM(1)

I found that if the weights of the first two points are different, the original code gives erroneous answers; but when they are the same, it works beautifully. However, when I fix that line to

D(1) = Y(1) - LAMBDA * (F(1) * Q(1) + R(1) * Q(2)) * SIGM(1)

then it works even when the weights are different.

Thank you for posting this!

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[Message index]

		Smoothing Spline -- any existing efficient routines? By: Neil B. on Thu, 12 August 2010 06:25
		Re: Smoothing Spline -- any existing efficient routines? By: Nikola on Wed, 18 August 2010 06:08
		Re: Smoothing Spline -- any existing efficient routines? By: malte1982 on Fri, 21 December 2012 03:31
		Re: Smoothing Spline -- any existing efficient routines? By: pgrigis on Mon, 16 August 2010 07:33
		Re: Smoothing Spline -- any existing efficient routines? By: Nikola on Mon, 16 August 2010 03:11
		Re: Smoothing Spline -- any existing efficient routines? By: florishj on Tue, 09 August 2016 08:11
		Re: Smoothing Spline -- any existing efficient routines? By: norm.sheppard on Wed, 26 October 2016 14:04

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