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词条 I-spline
释义

  1. Definition

  2. Computation

  3. Applications

  4. References

In the mathematical subfield of numerical analysis, an I-spline[1][2] is a monotone spline function.

Definition

A family of I-spline functions of degree k with n free parameters is defined in terms of the M-splines Mi(x|kt)

where L is the lower limit of the domain of the splines.

Since M-splines are non-negative, I-splines are monotonically non-decreasing.

Computation

Let j be the index such that tj ≤ x < tj+1. Then Ii(x|kt) is zero if i > j, and equals one if j − k + 1 > i. Otherwise,

Applications

I-splines can be used as basis splines for regression analysis and data transformation when monotonicity is desired (constraining the regression coefficients to be non-negative for a non-decreasing fit, and non-positive for a non-increasing fit).

References

1. ^{{cite journal | title = On Polya frequency functions. IV. The fundamental spline functions and their limits | last=Curry | first =H.B. |author2=Schoenberg, I.J. | year=1966 | volume=17 | pages=71–107 | journal=J. Analyse Math. | doi = 10.1007/BF02788653}}
2. ^{{cite journal | last=Ramsay | first=J.O. | journal=Statistical Science | year = 1988 | volume=3 | pages=425–441 | title = Monotone Regression Splines in Action | jstor=2245395 | doi=10.1214/ss/1177012761 | issue=4}}
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1 : Splines (mathematics)

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