cubicSpline

package
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Published: Dec 22, 2019 License: MIT Imports: 2 Imported by: 1

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Types

type CubicSpline

type CubicSpline func(float64) float64

CubicSpline Univariate function

type NaturalCubicSplines

type NaturalCubicSplines struct {
	// contains filtered or unexported fields
}

NaturalCubicSplines Reference from: p.141-156, T. Hastie et. al., The Elements of Statistical Learning

func NewNaturalCubicSplines

func NewNaturalCubicSplines(knots knot.Knot, coefs []float64) *NaturalCubicSplines

NewNaturalCubicSplines A new pointer of NaturalCubicSpline struct

func (*NaturalCubicSplines) At

func (ncs *NaturalCubicSplines) At(x float64) float64

At Calculate the smoothing spline at x

func (*NaturalCubicSplines) Interpolate

func (ncs *NaturalCubicSplines) Interpolate(y []float64)

Interpolate Calculate the coefficients interpolating y

func (*NaturalCubicSplines) Solve

func (ncs *NaturalCubicSplines) Solve(lambda float64)

Solve Solve the matrix needed when calculating smoothing spline.

Source Files

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