Cobs: Qualitatively constrained smoothing via linear programming

Xuming He, Pin Ng

Research output: Contribution to journalArticlepeer-review

79 Scopus citations


Popular smoothing techniques generally have a difficult time accommodating qualitative constraints like monotonicity, convexity or boundary conditions on the fitted function. In this paper, we attempt to bring the problem of constrained spline smoothing to the foreground and describe the details of a constrained B-spline smoothing (COBS) algorithm that is being made available to S-plus users. Recent work of He & Shi (1998) considered a special case and showed that the L1 projection of a smooth function into the space of B-splines provides a monotone smoother that is flexible, efficient and achieves the optimal rate of convergence. Several options and generalizations are included in COBS: it can handle small or large data sets either with user interaction or full automation. Three examples are provided to show how COBS works in a variety of real-world applications.

Original languageEnglish (US)
Pages (from-to)315-337
Number of pages23
JournalComputational Statistics
Issue number3
StatePublished - 1999


  • Constraint
  • Information criterion
  • Knot selection
  • Linear program
  • Nonparametric regression
  • Regression quantile
  • Smoothing spline

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Computational Mathematics


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