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Re: Smoothing Splines
Virgil Stokes wrote: > Does anyone have a Mathematica notebook for calculating "smoothing splines"? > > --V. Stokes > Hi Virgil, Check Johannes Ludsteck's package, it may fulfill your needs: http://library.wolfram.com/infocenter/MathSource/5161/ "This Mathematica 5.0 Package performs nonparametric spline smoothing for time series (called the Hodrick-Prescott-Filter in the econometrics literature). In addition to other implementations, the optimum smoothing parameter of the model is computed for a stochastic formulation of the data generating process." Hope this helps, /J.M.