M-spline

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In the mathematical subfield of numerical analysis, an M-spline [1] [2] is a non-negative spline function.

Contents

An M-spline family of order three with four interior knots. Mspline order3.svg
An M-spline family of order three with four interior knots.

Definition

A family of M-spline functions of order k with n free parameters is defined by a set of knots t1  t2   ...   tn+k such that

The family includes n members indexed by i = 1,...,n.

Properties

An M-splineMi(x|k, t) has the following mathematical properties

Computation

M-splines can be efficiently and stably computed using the following recursions:

For k = 1,

if ti  x < ti+1, and Mi(x|1,t) = 0 otherwise.

For k > 1,

Applications

M-splines can be integrated to produce a family of monotone splines called I-splines. M-splines can also be used directly as basis splines for regression analysis involving positive response data (constraining the regression coefficients to be non-negative).

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References

  1. Curry, H.B.; Schoenberg, I.J. (1966). "On Polya frequency functions. IV. The fundamental spline functions and their limits". Journal d'Analyse Mathématique . 17: 71–107. doi:10.1007/BF02788653.
  2. Ramsay, J.O. (1988). "Monotone Regression Splines in Action". Statistical Science. 3 (4): 425–441. doi: 10.1214/ss/1177012761 . JSTOR   2245395.