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Weighted Penalized Spline Fit replacement after deprecation
http://forum.alglib.net/viewtopic.php?f=2&t=4758
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Author:  aryany [ Wed Sep 03, 2025 5:40 am ]
Post subject:  Weighted Penalized Spline Fit replacement after deprecation

The spline1dfitpenalizedw API has been deprecated and it is advised to use the spline1dfit API instead. However, the steps to perform weighted & penalized spline fitting with spline1dfit are neither apparent nor mentioned in the documentation. What is the suggested approach here?

Author:  Sergey.Bochkanov [ Mon Sep 08, 2025 9:07 pm ]
Post subject:  Re: Weighted Penalized Spline Fit replacement after deprecat

Unfortunately, spline1dfit() does not support weighted regression for now. So, if you need weights, you have to use the deprecated version. It is still supported and unlikely to be dropped, just slower that the newer edition.

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