Using the Interpolate/Spline Functionality for regression splines
- To: mathgroup at smc.vnet.net
- Subject: [mg104387] Using the Interpolate/Spline Functionality for regression splines
- From: "Blackwell, Keith" <Keith.Blackwell at rbccm.com>
- Date: Fri, 30 Oct 2009 02:17:17 -0500 (EST)
Does anyone have any experience doing this? I've been implementing regression splines on my own for a while and was wondering if there was any way to speed things up / take advantage of the functionality in mathematica to quickly switch constraints. I thought of trying to embed interpolation or bspline into a findfit function, but wasn't sure exactly how. The basic problem is this. I have an observed set of data OBS. I also know the entire set of yt and ts OBS[[t]] = g[ f[ t ] , t , yt ] + random error I want to use the interpolation/spline functionality to find the f[x] that minimizes the squared prediction error. Thanks in Advance, Keith ________________________________________ This E-Mail (including any attachments) may contain privileged or confidential information. It is intended only for the addressee(s) indicated above. The sender does not waive any of its rights, privileges or other protections respecting this information. Any distribution, copying or other use of this E-Mail or the information it contains, by other than an intended recipient, is not sanctioned and is prohibited. If you received this E-Mail in error, please delete it and advise the sender (by return E-Mail or otherwise) immediately. This E-Mail (including any attachments) has been scanned for viruses. It is believed to be free of any virus or other defect that might affect any computer system into which it is received and opened. However, it is the responsibility of the recipient to ensure that it is virus free. The sender accepts no responsibility for any loss or damage arising in any way from its use. E-Mail received by or sent from RBC Capital Markets is subject to review by Supervisory personnel. Such communications are retained and may be produced to regulatory authorities or others with legal rights to the information. IRS CIRCULAR 230 NOTICE: TO COMPLY WITH U.S. TREASURY REGULATIONS, WE ADVISE YOU THAT ANY U.S. FEDERAL TAX ADVISE INCLUDED IN THIS COMMUNICATION IS NOT INTENDED OR WRITTEN TO BE USED, AND CANNOT BE USED, TO AVOID ANY U.S. FEDERAL TAX PENALTIES OR TO PROMOTE, MARKET, OR RECOMMEND TO ANOTHER PARTY ANY TRANSACTION OR MATTER.