GCVPACK is a package of Fortran subroutines for Generalized Cross Validation. It includes code for fitting thin-plate smoothing splines or fitting partial thin-plate smoothing splines to multivariate data. It is available through e-mail from netlib (firstname.lastname@example.org) or by clicking here for a link to the netlib gcv directory.
Documentation is given in GCVPACK-Routines for Generalized Cross Validation by D. Bates, M. Lindstrom, G. Wahba and B. Yandell. The latest version is in UW-Madison Statistics Dept TR 775(REV), Oct 1986. An earlier version appeared in Commun. Statist.-Simula., 16(1), 263-297 (1987).