Reduced complexity further

master
Per A Brodtkorb 8 years ago
parent d10324085a
commit 445cd928a4

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

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