Interfaces for the NAG Mark 27.1 smooth Chapter.
smooth - Smoothing in Statistics
This module is concerned with methods for smoothing data. Included are methods for density estimation, smoothing time series data, and statistical applications of splines. These methods may also be viewed as nonparametric modelling.
Compute smoothed data sequence
running median smoothers:
Fit cubic smoothing spline
Kernel density estimation
Gaussian kernel, thread safe:
Reorder data to give ordered distinct observations:
For full information please refer to the NAG Library document