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# see also toms/642. file sbart.r for univariate smoothing spline automatically choosing the smoothing parameter by minimizing generalized cross validation lang Ratfor language with comments by Finbarr O'Sullivan ref "Comments on Dr. Silverman's Paper", J. Royal Statistical Society B (1985) 47, pp.39-40 file sbart.f for univariate smoothing spline automatically choosing the smoothing parameter by minimizing generalized cross validation lang Fortran language with NO comments by Finbarr O'Sullivan ref "Comments on Dr. Silverman's Paper", J. Royal Statistical Society B (1985) 47, pp.39-40 file bart.shar for smoothing spline by Finbarr O'Sullivan size 200 kB file gcvspl for B-spline data smoothing using generalized cross-validation and mean squared prediction or explicit user smoothing by H.J. Woltring, University of Nijmegen, Philips Medical Systems, Eindhoven (The Netherlands) # Natural B-spline data smoothing subroutine, using the Generalized Cross- # Validation and Mean-Squared Prediction Error Criteria of Craven & Wahba # (1979). Alternatively, the amount of smoothing can be given explicitly, or # it can be based on the effective number of degrees of freedom in the # smoothing process as defined by Wahba (1980). The model assumes # uncorrelated, additive noise and essentially smooth, underlying functions. # The noise may be non-stationary, and the independent co-ordinates may be # spaced non-equidistantly. Multiple datasets, with common independent # variables and weight factors are accomodated. A full description of the # package is provided in: H.J. Woltring (1986), A FORTRAN package for # generalized, cross-validatory spline smoothing and differentiation. # Advances in Engineering Software 8(2):104-113 file gcv1 title gcvpack release 2, part 1 for generalized cross validation, also requires (gcv/gcv2) by D. Bates, M. Lindstrom, G. Wahba and B. Yandell Univ Wisconsin-Madison ref "GCVPACK-ROUTINES FOR GENERALIZED CROSS VALIDATION", TR 775(rev.), October, 1986. # Uses: dcopy dasum dqrsl dtrco dtrsl ddot dswap dqrdc dchdc dsvdc from linpack and the blas. # If you have problems or questions, please mail details to # [email protected] # We may be contacted individually as follows: # [email protected] - Douglas Bates # [email protected] - Mary Lindstrom # [email protected] - Grace Wahba # [email protected] - Brian Yandell file gcv2 title gcvpack release 2, part 2 see gcv/gcv1 file gcvdoc for error codes and update notices for (gcv/gcv1) and (gcv/gcv2) see gcv/gcv1 file rkpk.shar title RKPACK for smoothing spline by generalized cross validation or generalized maximum likelihood lang ratfor by C. Gu, University of Wisconsin-Madison [[email protected]] ref SIAM J. Sci. Stat. Comp. 12, 383-398. alg Householder tridiagonalization with distributed truncation size 305 kB file rkpk.tex file changes file vspline for non-parametric estimate of a smooth vector-valued function from noisy measurements by Jeff Fessler, Stanford University lang C alg generalization of (scalar) cubic-spline smoothing ref "Non-parametric fixed-interval smoothing with vector splines", IEEE ASSP file grkpack.shar title GRKPACK for smoothing spline ANOVA for data from exponential families lang ratfor by Yuedong Wang, University of Michigan [[email protected]] ref Tech. Rep. 940, University of Wisconsin-Madison, Dept. of Statistics. alg generalization of RKPACK size 721 kB