Splinter - a library for multivariate function approximation implemented in C++
SPLINTER (SPLine INTERpolation) is a library for multivariate function approximation implemented in C++. The library can be used for function approximation, regression, data smoothing, and much more. Currently, the library contains the following implementations:
1. tensor product B-splines,
2. radial basis functions, including the thin plate spline, and
3. polynomial regression.
The coefficients in these models are computed using ordinary least squares (OLS). The name of the library, SPLINTER, originates from the tensor product B-spline implementation, which was the first of the methods to be implemented.