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Whittaker.jl

This package provides implementations for first- and second-order differences Whittaker-Henderson smoothing and interpolation.

Installation

To install Whittaker.jl, start Julia and run:

Pkg.add("Whittaker")

Examples

• First-order differences

Credits

The code is based on 'Smoothing and interpolation with finite differences' [Eilers P. H. C, 1994].