Hi All,
Has anyone implemented a penalised cubic spline?
The form I am looking for is minimising the usual least squares but with
an additional area under the second derivative as a penalty.
sum_{j=1} ( y_j - f(x_j))^2 + lambda integral ( f''(t))^2 dt
I couldn't find anything through findit on penalised but I guess it could
be part of another spline function.
cheers
Ade
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