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@ -572,17 +572,22 @@ class SmoothSpline(PPform):
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dx = np.diff(x)
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dx = np.diff(x)
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return x, y, dx
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return x, y, dx
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def _poly_coefs(self, y, dx, dydx, n, nd, p, var):
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def _init_poly_coefs(self, dx, dydx, n, p, D):
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dx1 = 1. / dx
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dx1 = 1. / dx
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D = sparse.spdiags(var * ones(n), 0, n, n) # The variance
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R = self._compute_r(dx, n)
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R = self._compute_r(dx, n)
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qdq = self._compute_qdq(D, dx1, n)
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qdq = self._compute_qdq(D, dx1, n)
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if p is None or p < 0 or 1 < p:
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if p is None or p < 0 or 1 < p:
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p = self._estimate_p(qdq, R)
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p = self._estimate_p(qdq, R)
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qq = self._compute_qq(p, qdq, R)
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qq = self._compute_qq(p, qdq, R)
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u = self._compute_u(qq, p, dydx, n)
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u = self._compute_u(qq, p, dydx, n)
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dx1.shape = (n - 1, -1)
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dx1.shape = n - 1, -1
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dx.shape = (n - 1, -1)
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dx.shape = n - 1, -1
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return p, u, dx1
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def _poly_coefs(self, y, dx, dydx, n, nd, p, D):
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p, u, dx1 = self._init_poly_coefs(dx, dydx, n, p, D)
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zrs = zeros(nd)
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zrs = zeros(nd)
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if p < 1:
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if p < 1:
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# faster than yi-6*(1-p)*Q*u
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# faster than yi-6*(1-p)*Q*u
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@ -627,7 +632,8 @@ class SmoothSpline(PPform):
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if (n == 2): # straight line
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if (n == 2): # straight line
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coefs = np.vstack([dydx.ravel(), y[0, :]])
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coefs = np.vstack([dydx.ravel(), y[0, :]])
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return coefs, x
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return coefs, x
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coefs = self._poly_coefs(y, dx, dydx, n, nd, p, var)
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D = sparse.spdiags(var * ones(n), 0, n, n) # The variance
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coefs = self._poly_coefs(y, dx, dydx, n, nd, p, D)
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return coefs, x
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return coefs, x
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@staticmethod
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@staticmethod
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