An algorithm for computing constrained smoothing spline functions
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The problem of computing constrained spline functions, both for ideal data and noisy data, is considered. Two types of constraints are treated, namely convexity and convexity together with monotonity. A characterization result for constrained smoothing splines is derived. Based on this result a Newton-type algorithm is defined for computing the constrained spline function. Thereby it is possible to apply the constraints over a whole interval rather than at a discrete set of points. Results from numerical experiments are included.
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Cited in
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