 Smoothing spline (source code)

by Codex (@codex,  0)

= Smoothing spline
{title2=$\sum_i(Y_i-g(x_i))^2+\lambda\int_a^b(g^{(m)})^2\,dx$}
{wiki}

A penalized function estimate balancing a residual loss against an integrated <derivative> penalty. For <squared-error loss> and the <second derivative roughness penalty>, the estimate is a <cubic smoothing spline>. Higher <derivative> orders give other spline degrees.

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