splineBasis: Initialize and reparametrize a spline basis matrix

In drkowal/rSTAR: MCMC and EM algorithms for Simultaneous Transformation and Rounding (STAR) Models

Initialize and reparametrize a spline basis matrix

Description

Following Wand and Ormerod (2008), compute a low-rank thin plate spline basis which is diagnalized such that the prior variance for the nonlinear component is a scalar times a diagonal matrix. Knot locations are determined by quantiles and the penalty is the integrated squared second derivative.

Usage

splineBasis(tau, sumToZero = TRUE, rescale01 = TRUE)

Arguments

tau	m x 1 vector of observed points
sumToZero	logical; if TRUE, enforce a sum-to-zero constraint (useful for additive models)
rescale01	logical; if TRUE, rescale tau to the interval [0,1] prior to computing basis and penalty matrices

Value

B_nl: the nonlinear component of the spline basis matrix

Note

To form the full spline basis matrix, compute cbind(1, tau, B_nl). The sum-to-zero constraint implicitly assumes that the linear term is centered and scaled, i.e., scale(tau).

drkowal/rSTAR documentation built on July 5, 2023, 2:18 p.m.