View source: R/getBsplineBasis.R
| getBsplineBasis | R Documentation |
This function computes penalised cubic B-splines using the method proposed by Eilers & Marx (1996). The spline coefficients can be computed efficiently using sparse matrix algebra, as described in Sect. 2.3.3 of Green & Silverman (1994) and Appendix B of Ruppert, Wand & Carroll (2003).
getBsplineBasis(V, n.b, pen, prec = 1e-08)
V |
a |
n.b |
the number of basis functions to use. |
pen |
the smoothing penalty hyperparameter. |
prec |
a constant scale factor. |
a list containing:
basisA dense nwl by n.b matrix containing the values of the basis functions.
precisionA sparse n.b by n.b dsCMatrix, the inverse of the prior covariance.
distanceThe distance between each knot (cm^{-1}).
knotsThe knot locations.
Eilers, PHC & Marx, BD (1996) "Flexible smoothing with B-splines and penalties," Statist. Sci. 11(2): 89–121, \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1214/ss/1038425655")}
Green, PJ & Silverman, BW (1994) "Nonparametric Regression and Generalized Linear Models: a roughness penalty approach" Chapman & Hall, Boca Raton, FL, pp. 11–21.
Ruppert, D; Wand, MP & Carroll, RJ (2003) "Semiparametric Regression" CUP, Cambridge, UK, pp. 336–340.
sparseMatrix
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.