as we thought, it should be possible to have more splines than observations.
slide 21 from crash-course pt 2 says so :)
Properties of P-splines
• Penalty P
j(∆
dαj)2
• Limit for strong smoothing is a polynomial of degree d − 1
• Interpolation: polynomial of degree 2d − 1
• Extrapolation: polynomial of degree d − 1
• Conservation of moments of degree up to d − 1
• Many more B-splines then observations allowed <-----
• The penalty does the work!
• (Software demo: PSPlay psplines)
dswah
commented
7 years ago
as we thought, it should be possible to have more splines than observations.
slide 21 from crash-course pt 2 says so :)