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Releases: MathisWellmann/whittaker_smoother

A Perfect Smoother

11 Aug 18:22
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I'm proud to present the first Rust implementation of the Whittaker smoother, which is known as the perfect smoother due to its ability to fit a discrete time version of a spline, meaning the smoothed function has a smooth p-th order derivative as well.
I'm genuinely suprised how little this beautiful algorithm is know given its awesome properties. There is not even a Wikipedia page for it, which I may have to change in the future.
Anyways, hope this is useful to you!