ma8701 general statistical methods - ntnu · the elements of statistical learning partly using...
TRANSCRIPT
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MA8701 General Statistical Methods
5 February 2019
Smoothing and splines
Bo Lindqvist
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The lecture is based on Chapter 5 of
Hastie et al.: The Elements of Statistical Learning
Partly using slides from STAT 315a (Stanford) Produced by Rob Tibshirani
and
Slides from TMA4268 Statistical Learningby Andreas Strand
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Restriction methods
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Selection methods
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Piecewise Constant and Linear
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Piecewise Cubic Polynomials
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A nice introduction to use of splines is given in: https://datascienceplus.com/cubic-and-smoothing-splines-in-r/
Example uses cubic splines for Wage data in ISLRx=age, y=wage, k=3 knots
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Natural Cubic Splines
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Smoothing Splines
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