satspline

This repo accompanies the paper Saturating Splines. We provide a simple implementation of the algorithm described in the paper to fit generalized additive models with saturating spline coordinate functions.

Prerequisites

This project requries both Rust and Julia. While they are not required to run the core algorithm, in order to reproduce all of the experiments the Julia libraries listed in REQUIRE must be installed.

First build the Rust components by executing

cargo build --release

in the root directory of the project.

Examples

See the examples directory for a few scripts that show how to fit GAMs with our library.