Simon Fraser University

Example 64.2: Spline Model With Higher-Order Penalty

The following example continues the analysis of the data set Measure to illustrate how you can use PROC TPSPLINE to fit a spline model with a higher-order penalty term. Spline models with high-order ...
JSTOR Daily

ADAPTIVE BASIS SELECTION FOR EXPONENTIAL FAMILY SMOOTHING SPLINES WITH APPLICATION IN JOINT MODELING OF MULTIPLE SEQUENCING SAMPLES

Second-generation sequencing technologies have replaced array-based technologies and become the default method for genomics and epigenomics analysis. Second-generation sequencing technologies sequence ...
Risk

B-spline techniques for volatility modeling

This paper is devoted to the application of B-splines to volatility modeling, specifically the calibration of the leverage function in stochastic local volatility (SLV) models and the parameterization ...
Simon Fraser University

Example 64.1: Partial Spline Model Fit

The model has a parametric component (associated with the x 1 variable) and a nonparametric component (associated with the x 2 variable). The following statements fit a partial spline model. data ...
JSTOR Daily

Monotone B-Spline Smoothing for a Generalized Linear Model Response

Various methods have been proposed for smoothing under the monotonicity constraint. We review the literature and implement an approach of monotone smoothing with B-splines for a generalized linear ...