Free-Knot Splines

Description

This package is for fitting free-knot splines for data with one independent variable and one dependent variable.

Details

Four fitting methods are included for the case where the number of knots is known in advance; for details, see freeknotfit. In addition, methods are available to compute the fitted values, the residuals, and the coefficients of the splines, and to plot the results, along with a method to summarize the results. Finally, a function (see fit.search.numknots) is provided to optimize the number of knots using a specified fit criterion. Several fit criteria are provided (see fitcriteria).

Author(s)

Steven Spiriti, Philip Smith, and Pierre Lecuyer

References

Spiriti, S., Eubank, R., Smith, P., Young, D., "Knot Selection for Least-Squares and Penalized Splines," Journal of Statistical Computation and Simulation, in press.