psp | R Documentation |
psp builds the basis matrix and the penalty matrix to approximate a smooth function using a P-spline.
psp(xx, lambda, b.order, nknots, diff)
xx |
the explanatory variable. |
lambda |
an optional positive value that represents the smoothing parameter value. |
b.order |
an optional positive integer that specifies the degree of the B-spline basis matrix. Default is 3. |
nknots |
an optional positive integer that represents the number of internal knots of the P-spline. Default is |
diff |
an optional positive integer that specifies the order of the difference penalty term. Default is 2. |
xx |
the explanatory variable |
Luis Hernando Vanegas <hvanegasp@gmail.com> and Gilberto A. Paula
Eilers P.H.C. and Marx B.D. (1996). Flexible smoothing with B-splines and penalties. Statistical Science. 11, 89-121.
n <- 300
t <- sort(round(runif(n),digits=2))
t2 <- psp(t, diff=3)
N <- attr(t2, "N") ## B-spline basis matrix
M <- attr(t2, "K") ## Penalty Matrix
knots <- attr(t2,"knots") ## Set of knots
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