An algorithm for computing constrained smoothing spline functions (Q1090875)
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scientific article; zbMATH DE number 4009004
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| English | An algorithm for computing constrained smoothing spline functions |
scientific article; zbMATH DE number 4009004 |
Statements
An algorithm for computing constrained smoothing spline functions (English)
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1988
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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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constrained spline functions
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noisy data
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constraints
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Newton-type algorithm
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numerical experiments
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0.8695406317710876
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0.8661317229270935
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0.8567041158676147
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0.8558222651481628
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0.8523232936859131
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