- #1
Joe Prendergast
- 18
- 4
Does anyone know of a bivariate smoothing spline package that lets you set your own loss function? All of the public domain software I've been able to find (e.g., SCIPY) appears to minimize the sum of squared errors. For example, I'd like to set the spline coefficients to maximize the log-likelihood of a Cauchy distribution of the errors.