The handout for smoothing is available
in Adobe PDF format.
Paper copies were handed out in class.
No need to print out another if you got one in class.

We use for example data the cholostyramine data from
Section 7.3 in Efron and Tibshirani.

Comments

The R function smooth.spline
(on-line
help) does spline smoothing.

Try with different bandwidth values.

One can specify the smoothing parameter by using
the spar argument instead of the df
argument. The former is the amount of penalty, the latter analogous to
degrees of freedom (effective number of parameters) in the regression function.

One can omit any specification of the smoothing parameter.
Then a supposedly optimal choice is made.
See the web page about bandwidth selection
for more on this.