Spline Regression with Adaptive Knot Selection
Fit B-splines with automatic knot selection.
Create the penalty matrix
bandsolve
Transform a Spline Design Matrix in block compressed form
Inverse the hessian and multiply it by the score
LDL
Rotate a band matrix to get the rotated row-wised matrix associated.
Pipe operator
Get back a symmetric square matrix based on his rotated row-wised vers...
Fast computation of weighted design matrix for generalized linear mode...
Fit B-Splines with weighted penalization over differences of parameter...
Perform one-dimensional spline regression with automatic knot selection. This package uses a penalized approach to select the most relevant knots. B-splines of any degree can be fitted. More details in 'Goepp et al. (2018)', "Spline Regression with Automatic Knot Selection", <arXiv:1808.01770>.