Automatic smoothing parameter selection about splinter

[bgrimstad]

Hi Timoteo,

Cool that you have found a use case for SPLINTER. Which programming language do you use?

We do not have any example code for automatic selection of the smoothing parameter. However, there should not be any limitations preventing you from using AIC or GCV for this. If I were to implement it, I would do it in Python first. After validating the code, I would reimplement it in C++ if needed. We would be happy to merge your implementation so that others can use it.

Please note that the develop branch is quite far ahead of the master branch. Release v3 was compiled from the master branch. The next release (v4) will be compiled from the develop branch. If you are able, I suggest that you compile from the develop branch.

Best regards,

Bjarne

[tdinelli]

Thank you Bjarne for the fast response,

yes I am aware of that and I am already using the version contained inside the develop branch. I use both c++ and python, and thank for the useful suggestion however I would like to reconstruct the Hat matrix first and at the moment I am not really aware on how to do that in python is there any function to get it from python?

[bgrimstad]

Good. There is currently no function for retrieving the "Hat matrix" in C++ or Python. However, the necessary computations can be found in src/bspline_utils.cpp. So, it looks like some extra work is required to implement GCV. Perhaps it is better to start with AIC since it should be pretty straight-forward to implement?