Serving the Quantitative Finance Community
Search found 1 match
- July 18th, 2019, 3:21 pm
- Forum: Numerical Methods Forum
- Topic: Smoothing splines (clamped spline)
- Replies: 35
- Views: 19195
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)