statsmodels / statsmodels/statsmodels
faq-d: splines b-splines versus truncated power splines
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Description
miscellaneous notes, for internal usage (mainly so I don't forget)
Binder, Harald, and Willi Sauerbrei. 2008. “Increasing the Usefulness of Additive Spline Models by Knot Removal.” Computational Statistics & Data Analysis 52 (12): 5305–18. doi:10.1016/j.csda.2008.05.009.
http://www.sciencedirect.com/science/article/pii/S0167947308002740#
section 4. going from b-splines to truncated power splines for unequal spaced knots.
(equal spaced knots is just a diff operator, IIRC)
The idea (that I have in mind) is actually the opposite of their paper. estimate truncated power splines with knot deletion, and then convert to b-splines for better numerical stability.
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Research direction
No implementation files, tests, or entry points are named. Start by reading section 4 of Binder, Harald, and Willi Sauerbrei (2008), then locate the existing spline-model code in the repository. Done would require a defined implementation and validation plan for knot deletion and conversion between truncated power and B-spline representations.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- data
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100