Main Content

Cubic smoothing spline

**Note**

For a simpler but less flexible method to generate smoothing splines, try the Curve Fitting
app or the `fit`

function.

returns the cubic smoothing spline interpolation to the given data `pp`

= csaps(`x`

,`y`

)`(x,y)`

in ppform. The value of spline *f* at data site `x(j)`

approximates the data value `y(:,j)`

for ```
j =
1:length(x)
```

.

The smoothing spline *f* minimizes

$$p\underset{\text{errormeasure}}{\underbrace{{\displaystyle \sum _{j=1}^{n}{w}_{j}}|{y}_{j}-f({x}_{j}){|}^{2}}}\text{\hspace{0.17em}}\text{\hspace{0.17em}}\text{\hspace{1em}}+\text{\hspace{1em}}(1-p)\underset{\text{roughnessmeasure}}{\underbrace{{\displaystyle \underset{}{\overset{}{\int}}\lambda (t)}|{D}^{2}f(t){|}^{2}dt}}$$

Here, *n* is the number of entries of `x`

and the
integral is over the smallest interval containing all the entries of `x`

.
*y*_{j} and
*x*_{j} refer to the
*j*th entries of `y`

and `x`

,
respectively. *D*^{2}*f* denotes
the second derivative of the function *f*.

The default values for the error measure weights
*w*_{j} are 1. The default value
for the piecewise constant weight function *λ* in the roughness measure is the constant function 1. By default,
`csaps`

chooses a value for the smoothing parameter *p* based on the given data sites
`x`

.

To evaluate a smoothing spline outside its basic interval, you must first extrapolate
it. Use the command `pp = fnxtr(pp)`

to ensure that the second derivative
is zero outside the interval spanned by the data sites.

`[___] = csaps({x1,...,xm},`

provides the ppform of an `y`

,___)`m`

-variate tensor-product smoothing spline to
data on the rectangular grid described by `{x1,...,xm}`

. You can use this
syntax with any of the arguments in the previous syntaxes.

`csaps`

is an implementation of the Fortran routine
`SMOOTH`

from *PGS*.

The calculation of the smoothing spline requires solving a linear system whose coefficient
matrix has the form `p*A + (1-p)*B`

, with the matrices `A`

and `B`

depending on the data sites `x`

. The default value
of `p`

makes `p*trace(A)`

equal
`(1-p)*trace(B)`

.