Software
Here are some routines I put together ...
- GSS
- An R package for general
smoothing splines, which serves as a front end to RKPACK. Features
include:
- Automatic (multiple) smoothing parameter(s) via UBR, GCV, or GML
- Tensor product splines with cubic, linear, or thin-plate
marginals.
- Bayesian (component-wise) confidence intervals
GSS can be downloaded from the CRAN page of
contributed packages.
- RKPACK
- A collection of RATFOR (rational FORTRAN) routines for Gaussian
regression using smoothing splines. Features include:
- Automatic (multiple) smoothing parameter(s) via UBR, GCV, or GML
- ANOVA decomposition in multivariate settings
- Bayesian (component-wise) confidence intervals
- Inclusion of sample application routines to illustrate the usage
RKPACK has been deposited to
Netlib and StatLib.
A copy of the latest version is available
here. Among derivative software is
- RKPACK-II
- A collection of RATFOR (rational FORTRAN) routines for penalized
likelihood density and hazard estimation. Features include:
- Automatic (multiple) smoothing parameter(s)
- ANOVA structure in multivariate settings
- Inclusion of sample application routines to illustrate the usage
RKPACK-II will eventually be deposited to
StatLib. A copy of the beta
release is available here.
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