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A Perfect Smoother

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@MathisWellmann MathisWellmann released this 11 Aug 18:22
· 3 commits to main since this release

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!