Fast smoothing spline routine in Fortran 90 usable in python
A Matlab script (Weinert, 2009) was converted to Fortran 90 for improved computational speed. The arguments are identical in both the Fotran 90 and Matlab routines.
The associated makefile also produces a shared object file, usable in python. Produce that with the standard command:
make
Then once in python, just import with the following command:
from fastspline import mcspline
Then see how to use the routine with
print mcspline.__doc__
Weinert, H. L. (2009) A fast compact algorithm for cubic spline smoothing. Computational Statistics and Data Analysis 53, 932-940.