[SciPy-User] an exercise in spline basis functions

josef.pktd at gmail.com josef.pktd at gmail.com
Tue Dec 13 20:43:20 EST 2011


On Tue, Dec 13, 2011 at 3:52 PM, Ralf Gommers
<ralf.gommers at googlemail.com> wrote:
>
>
> On Tue, Dec 13, 2011 at 9:40 PM, <josef.pktd at gmail.com> wrote:
>>
>> On Fri, Dec 9, 2011 at 8:05 PM,  <josef.pktd at gmail.com> wrote:
>> >
>> > one last plot (prototype seems to work)
>> >
>> > robust least squares spline fitting (with outliers in data)
>> >
>> > https://picasaweb.google.com/106983885143680349926/Joepy#5684292228451302850
>>
>> one more prototype that I haven't seen yet:
>>
>> using scipy.interpolate and find smoothing parameter s that minimizes
>> Bayesian Information Criterium, BIC
>>
>>
>> https://picasaweb.google.com/106983885143680349926/Joepy#5685704025775485730
>
>
> These look quite useful. Are you aiming for inclusion in statsmodels or
> scipy?

My main target is statsmodels. The current version of this is more
scipy style, just a nested function, the statsmodels version will be a
class with an API that is not clear yet. If this is useful, I don't
see a reason not to put it in scipy.

For statsmodels it will be more useful if the splines can be tied in
with other models, for example regression and exploratory data
analysis.

For more there are also
https://github.com/jjstickel/scikit-datasmooth/
https://github.com/ludwigschwardt/scikits.fitting

I didn't find a lot in the scipy-user archives for automatic selection

this is useful
http://mail.scipy.org/pipermail/scipy-user/2008-September/018200.html

this I also would like to have
http://mail.scipy.org/pipermail/scipy-user/2011-August/030295.html

>>
>>
>> Josef
>> (one of these days I'll get a blog)
>
>
> Good idea, then I would have checked it out before attachment 6:)

Blame gmail that it doesn't have a view attachment (anymore ?)
http://mail.scipy.org/pipermail/scipy-user/attachments/20111213/37f96c26/attachment.py

If you downloaded it, you can run some nice graphs, it's standalone
with numpy and scipy :)

the cool title of the blog article: "Don't use s=0 if k>1"

Cheers,

Josef

>
> Cheers,
> Ralf
>
>
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