You could take a look at http://www.netlib.org/dierckx/.

concur.f implements the clamped smoothing spline.

Disclaimer: I haven’t used this library myself, but Dierckx’s book is quite good.

You could take a look at http://www.netlib.org/dierckx/.

concur.f implements the clamped smoothing spline.

Disclaimer: I haven’t used this library myself, but Dierckx’s book is quite good.

concur.f implements the clamped smoothing spline.

Disclaimer: I haven’t used this library myself, but Dierckx’s book is quite good.

You could take a look at http://www.netlib.org/dierckx/.

concur.f implements the clamped smoothing spline.

Disclaimer: I haven’t used this library myself, but Dierckx’s book is quite good.

Thank you -- it looks like Dierckx's book may indeed have what I am searching for -- ordered a decently priced used copy.

- Cuchulainn
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- FaridMoussaoui
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That's package was removed from CRAN repos. Orphaned and archived on 2014.

It was mainly a call to the fortran librairies.

It was mainly a call to the fortran librairies.

- Cuchulainn
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All that work for nothing?That's package was removed from CRAN repos. Orphaned and archived on 2014.

It was mainly a call to the fortran librairies.

- FaridMoussaoui
**Posts:**412**Joined:****Location:**Genève, Genf, Ginevra, Geneva

It means it is not actively maintained but it is still there. I even installed it for a test and it's working (you need a fortran compiler).

- Cuchulainn
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This might be useful; in particular, estimation of the smoothing parameter [$]\lambda[$].

- Cuchulainn
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Alan,Hi Daniel,

Thank you for the code. I haven't opened it yet. Let me know if I will find the solution to the following problem, which will answer your question.

I want to find the piecewise cubic polynomial [$]g(t)[$] that solves the following problem:

(*) minimize [$] \left( \sum_{i=1}^n \{ y_i - g(t_i) \}^2 + \lambda \int_a^b \{ g''(u) \}^2 \, du \right)[$],

subject to

(A) given values for [$]g'(a)[$] and [$]g'(b)[$], where [$] a < t_1 < t_2 < \cdots < t_n < b[$],

(B) given data [$]\{t_i,y_i\}[$] and

(C) given [$]\lambda > 0[$], the 'smoothing' parameter.

Without (A), this is the standard smoothing spline problem, solved by Reinsch (1967) (fulltext here) and with many subsequent treatments.

BTW, I've got your 2018 book. Correct me if I'm wrong, but it looks like the cubic splines discussed there are just *interpolating* splines; i.e., the solution to (*) when [$]\lambda=0[$]?

.

Don't suppose you have a numeric example for this?

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