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concei
2008 May 01
1
Optimal knot locations for splines
...resumably, this loss function would be least squares, i.e. sum
(f(x)-y)^2. The spline transformations would be linear, quadratic or
cubic. I know I can solve this problem using some optimization function in
R, but I was wondering if anyone knew of a package that already solved this
problem.
I am conceving the solution as beginning with equidistant knot locations
based on the percentiles of x. Then some routine would optimally shift
around the knot locations to minimize the loss function.
Mike
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