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Changeset 15442

Timestamp:
10/31/17 20:01:02 (8 years ago)
Author:
gkronber
Message:

#2789: added cross-validation and automatic determination of regularization parameter (naive CV is slow!).

Research produced ACM Algorithm 642.f (Fortran) for univariate cubic spline smoothing with generalized cross-validation in O(n) described in HUTCHINSON, M. F., AND DE HOOG, F.R. Smoothing noisy data with spline functions. Numer. Math. 4 7 (1985), 99-106. (TODO: translate to C#)

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