SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 1 match

by rmodafferi
July 18th, 2019, 3:21 pm
Forum: Numerical Methods Forum
Topic: Smoothing splines (clamped spline)
Replies: 26
Views: 1072

Re: Smoothing splines (clamped spline)

Hi Alan, you can find the theory in Green & Silverman (1994), and Turlach (2005) the theory and a very readable implementation in Matlab in Martinez & Martinez (2016)
GZIP: On