Dear list,
I'm currently trying to write a new R package to model spatial extremes.
In particular, for a model fitting procedure, I'd like to use flexible
response surfaces (like linear models, splines, ...) for the parameters
of my model. Following this idea, I'd like to allow "a new
interpretation" of an R formula given by the user, like y ~ x1 + rb(x2,
knots, degree, penalty) where x1, x2 are covariates and rb stands for
using a radial basis smooth splines with given knots, degree and penalty
coefficient.
Such "new formula" should then provide the appropriate design matrix.
I know that existing packages have done this way too - e.g. mgcv; but
their codes are quite hard to understand - for me I mean.
Does anyone can provide some useful guidelines to do this kind of stuffs
or provide more readable codes?
In advance, thank you
Best,
Mathieu
--
Institute of Mathematics
Ecole Polytechnique F?d?rale de Lausanne
STAT-IMA-FSB-EPFL, Station 8
CH-1015 Lausanne Switzerland
http://stat.epfl.ch/
Tel: + 41 (0)21 693 7907
