Cubic smoothing spline error measure weights
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How exactly does the error measure weights work in csaps cubic smoothing spline function?
What does it mean by error measure weights? I have read the documentation through but it is unclear to me.
I would like to construct a smoothing spline based on weights of each spline, meaning that ones with greater weight value should be considered more for the spline. (i.e. something with a weight of 0.1 would be considered more of an outlier compared to something with a weight of 0.9) Is this how it works in csaps?
It would be great if there was some kind of mathematical explanation of how csaps works.
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