M-spline


In the mathematical subfield of numerical analysis, an M-spline is a non-negative spline function.
[Image:Mspline order3.svg|thumb|325px|An M-spline family of order three with four interior knots.]

Definition

A family of M-spline functions of order k with n free parameters is defined by a set of knots t1t2 ≤ ... ≤ tn+''k such thatt''1 = ... = tktn+1 = ... = tn+''kt''i < ti+''k for all i''
The family includes n members indexed by i = 1,...,n.

Properties

An M-spline ''Mi'' has the following mathematical propertiesMi is non-negativeMi is zero unless tix < ti+''kM''i has k − 2 continuous derivatives at interior knots tk+1,..., tn−1Mi integrates to 1

Computation

M-splines can be efficiently and stably computed using the following recursions:
For k = 1,
if tix < ti+1, and Mi = 0 otherwise.
For k > 1,

Applications

M-splines can be integrated to produce a family of monotone splines called I-splines. M-splines can also be used directly as basis splines for regression analysis involving positive response data.