BasisFunctionExpansions.jl: Basis Function Expansions for Julia

A Julia toolbox for approximation of functions using basis function expansions (BFEs).

BFEs are useful when one wants to estimate an arbitrary/unknown/complicated functional relationship between (in the simple case) two variables, y and v. In simple linear regression, we might consider a functional relationship y = ϕ(v) = αv + β, with parameters α and β. However, if the function ϕ has an arbitrary nonlinear form, it might be hard to come up with suitable basis functions to use for linear regression. This package provides a set of convenient methods to estimate ϕ(v) as a linear combination of basis functions, such as radial basis functions, for situations where v has a single or multiple dimensions.