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Least Square - B Spline (with Data and Knot Input)
http://forum.alglib.net/viewtopic.php?f=2&t=3798
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Author:  Nikolai [ Mon Mar 27, 2017 9:05 am ]
Post subject:  Least Square - B Spline (with Data and Knot Input)

Dear Sergey,
I would need to build a function of an Cubic B Spline with N Data Points and B Knot Points (weight would be optional).

For Example N= 400
X=(1,2,3,4..400)
Y= a+b*X+c*X^2+d*X^3 + Noise
B=1,30,70,250,400

So i would like to get 4 Cubic Polynomials (first from 1 till 30, second from 30 till 70, third from 70 till 250 and last from 250 till 400).

Would this be possible with the alglib lib?

Thanks a lot

Best regards

Nikolai

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