Vassily Shvets
2012-Feb-24 20:33 UTC
[R] evaluating derivative matrices of spline functions
Hello, I've noticed that SPLUS has a function for evaluating the derivative matrices of splines. I've also noticed that there's a function in R for evaluating matrices from smooth.spline; maybe someone knows if something has been written to evaluate matrices from 'smooth.basis'? regards, s
Spencer Graves
2012-Feb-24 21:14 UTC
[R] evaluating derivative matrices of spline functions
I don't know about "smooth.spline", but the "fda" package includes "deriv.fd". It also includes "eval.fd" and "predict.fd". If you only want a first derivative, then differentiating a standard cubic spline may be adequate. However, the first derivative of a cubic spline is a quadratic spline, the second derivative is a linear spline, and the third derivative is a step function. The "fda" package provides more alternative basis sets than the standard cubic splines, and may give you results more to your liking. Hope this helps. Spencer p.s. Full disclosure: I'm the third author on the Springer "Use R!" book on "Functional Data Analysis with R and Matlab". I was the R expert on the team that produced that book. The lead author, Jim Ramsay, invented "functional data analysis" as a generalization of spline smoothing to (a) bases other than the standard cubic b-splines and (b) penalty functions other than the standard integral of the square of the second derivative. On 2/24/2012 12:33 PM, Vassily Shvets wrote:> Hello, > I've noticed that SPLUS has a function for evaluating the derivative matrices of splines. > I've also noticed that there's a function in R for evaluating matrices from smooth.spline; > maybe someone knows if something has been written to evaluate matrices from 'smooth.basis'? > regards, > s > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.-- Spencer Graves, PE, PhD President and Chief Technology Officer Structure Inspection and Monitoring, Inc. 751 Emerson Ct. San Jos?, CA 95126 ph: 408-655-4567 web: www.structuremonitoring.com